Accuracy of Simulations for Stochastic Dynamic Models
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Cited in
(20)- Comparison of solutions to the incomplete markets model with aggregate uncertainty
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Stochastic dynamic models of response time and accuracy: A foundation primer
- Simulation-based estimation of dynamic models with continuous equilibrium solutions
- A constructive geometrical approach to the uniqueness of Markov stationary equilibrium in stochastic games of intergenerational altruism
- Quantifying simulator discrepancy in discrete-time dynamical simulators
- Consistency properties of a simulation-based estimator for dynamic processes
- Recursive equilibrium in Krusell and Smith (1998)
- Estimating dynamic equilibrium models with stochastic volatility
- Computing minimal state space recursive equilibrium in OLG models with stochastic production
- Seeking ergodicity in dynamic economies
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
- Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles
- Accuracy of Numerical Solutions Using the Euler Equation Residuals
- Lower bounds on approximation errors to numerical solutions of dynamic economic models
- Computing the Distributions of Economic Models via Simulation
- Reliable Simulations for Applied Dynamical Models
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility
- Perfect simulation of stationary equilibria
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