Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models

Quantitative Economics

Volumn 2, Issue 2, 2011, Pages 173-210

  Judd, Kenneth L ^a   Maliar, Lilia ^b   Maliar, Serguei ^b  

^a STANFORD UNIVERSITY   (United States)

^b UNIVERSITY OF ALICANTE   (Spain)

Author keywords

C63; C68; Generalized stochastic simulation algorithm; Least absolute deviations; Linear programming; Parameterized expectations algorithm; Regularization; Stochastic simulation

Indexed keywords

EID: 84872901183     PISSN: 17597323     EISSN: 17597331     Source Type: Journal    
DOI: 10.3982/QE14     Document Type: Article

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