Narrow search
Showing 1 - 10 of 632,755
Cover Image
Stochastic growth with a likelihood-increasing estimation process
Sagara, Nonbusumi - In: Economic theory : official journal of the Society for … 28 (2006) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10003315293
Cover Image
A qualitative approach to Markovian equilibrium in infinite horizon economies with capital
Mirman, Leonard J.; Morand, Olivier F.; Reffett, Kevin L. - In: Journal of economic theory 139 (2008) 1, pp. 75-98
Persistent link: https://www.econbiz.de/10003724286
Cover Image
Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
Cover Image
Asset pricing with dynamic programming
Grüne, Lars; Semmler, Willi - In: Computational economics 29 (2007) 3/4, pp. 233-265
Persistent link: https://www.econbiz.de/10003493770
Cover Image
Stochastic economic dynamics
Jensen, Bjarne S. (contributor);  … - 2007 - 1. ed
Persistent link: https://www.econbiz.de/10003560606
Cover Image
Note on positive lower bound of capital in the stochastic growth model
Chatterjee, Partha; Shukayev, Malik - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2137-2147
Persistent link: https://www.econbiz.de/10003732897
Cover Image
A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital
Mirman, Leonard J.; Morand, Olivier F.; Reffett, Kevin - 2004
Using lattice programming and order theoretic fixpoint theory, we develop a powerful class of monotone iterative … methods that provide a qualitative theory of Markovian equilibrium for a large class of infinite horizon economies with …
Persistent link: https://www.econbiz.de/10014072102
Cover Image
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - 2013
This paper proposes a moment-matching method for approximating vector autoregressions by finite-state Markov chains. The Markov chain is constructed by targeting the conditional moments of the underlying continuous process. The proposed method is more robust to the number of discrete values and...
Persistent link: https://www.econbiz.de/10010126857
Cover Image
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
Cover Image
Risk sharing and factor incomes in a stochastic growth model
Clemens, Christiane; Soretz, Susanne - 1996
Persistent link: https://www.econbiz.de/10000603961