Approximating highdimensional dynamic models: Sieve value function iteration

Advances in Econometrics

Volumn 31, Issue , 2013, Pages 45-95

  Arcidiacono, Peter ^a   Bayer, Patrick ^a   Bugni, Federico A ^a   James, Jonathan ^b  

^a DUKE UNIVERSITY   (United States)

^b CALIFORNIA POLYTECHNIC STATE UNIVERSITY   (United States)

Author keywords

Dynamic decision problem; Large state space; Sieve approximation; Value function; Value function iteration

Indexed keywords

EID: 84901402175     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0731-9053(2013)0000032002     Document Type: Article

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