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Discontinuous stochastic games
He, Wei - In: Economic theory 73 (2022) 4, pp. 827-858
Persistent link: https://www.econbiz.de/10013277404
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Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor (contributor); Krätzig, Markus (contributor) - 2008
We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids. The Smolyak operator underlying the sparse grids approach frees global approximation from the curse of dimensionality and we apply it to a Chebyshev approximation of the...
Persistent link: https://www.econbiz.de/10003636133
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Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor; Krätzig, Markus - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
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A new bispectral test for nonlinear serial dependence
Rusticelli, Elena; Ashley, Richard A.; Dagum, Estela Bee; … - 2006
Persistent link: https://www.econbiz.de/10003617229
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Frequency dependence in regression model coefficients : an alternative approach for modeling nonlinear dynamic relationships in time series
Ashley, Richard A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003617238
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Chaos an den Finanzmärkten? : Finanzmarkttheorien auf dem Prüfstand
Götte, Rüdiger - 2011
Persistent link: https://www.econbiz.de/10008989684
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Special issue in honor of Kazuo Nishimura on nonlinear dynamics in equilibrium models
Stachursky, John (contributor); Nishimura, Kazuo (honouree) - 2012
Persistent link: https://www.econbiz.de/10009533391
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A weak bifurcation theory for discrete time stochastic dynamical systems
Diks, Cees G. H.; Wagener, Florian Oskar Ottokar - 2006
This article presents a bifurcation theory of smooth stochastic dynamical systems that are governed by everywhere … of the system. By introducing a weak equivalence notion of these dependence ratios, we arrive at a bifurcation theory for … which in the compact case, the set of stable (non-bifurcating) systems is open and dense. The theory is illustrated with …
Persistent link: https://www.econbiz.de/10011349208
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Nonlinear and stable perturbation-based approximations
Den Haan, Wouter J.; Wind, Joris de - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1477-1497
Persistent link: https://www.econbiz.de/10009701975