Discretization of highly persistent correlated AR(1) shocks (Q975894)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of highly persistent correlated AR(1) shocks |
scientific article |
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Discretization of highly persistent correlated AR(1) shocks (English)
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11 June 2010
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finite state Markov-chain approximation
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discretization of multivariate autoregressive processes
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transition matrix
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numerical methods
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value function iteration
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