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Nonlinear programming method for dynamic programming
Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - 2013
Persistent link: https://www.econbiz.de/10009749466
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Inter-temporal R&D and capital investment portfolios for the electricity industry's low carbon future
Santen, Nidhi R.; Webster, Mort D.; Popp, David; … - 2014
Persistent link: https://www.econbiz.de/10010477321
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Forming priors for DSGE models and how it affects the assessment of nominal rigidities
Del Negro, Marco; Schorfheide, Frank - 2008
Persistent link: https://www.econbiz.de/10003642019
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Death to the log-linearized consumption Euler equation! : (And very poor health to the second-order approximation)
Carroll, Chris - 1997
Persistent link: https://www.econbiz.de/10000648505
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Stereotypes
Bordalo, Pedro; Gennaioli, Nicola; Shleifer, Andrei - 2014
Persistent link: https://www.econbiz.de/10010360528
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A dynamic programming model of retirement behavior
Rust, John - 1987
Persistent link: https://www.econbiz.de/10000753423
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A model of the optimal complexity of rules
Kaplow, Louis - 1992
Persistent link: https://www.econbiz.de/10000136570
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Improving the numerical performace of BLP static and dynamic discrete choice random coefficients demand estimation
Dubé, Jean-Pierre H.; Fox, Jeremy T.; Su, Che-Lin - 2009
theory results characterizing the properties of the nested fixed point algorithm used to evaluate the objective function of …
Persistent link: https://www.econbiz.de/10003848917
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Dynamic optimization in two-party models
McKibbin, Warwick J.; Roubini, Nouriel; Sachs, Jeffrey - 1987
Persistent link: https://www.econbiz.de/10009571996