| Publication | Date of Publication | Type |
|---|
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Quantitative Economics | 2023-11-16 | Paper |
Statistical approximation of high-dimensional climate models
Journal of Econometrics | 2019-12-19 | Paper |
Optimal rules for patent races
International Economic Review | 2019-02-07 | Paper |
Lower bounds on approximation errors to numerical solutions of dynamic economic models
Econometrica | 2019-02-01 | Paper |
Avoiding the curse of dimensionality in dynamic stochastic games
Quantitative Economics | 2019-01-10 | Paper |
Finding all pure-strategy equilibria in games with continuous strategies
Quantitative Economics | 2018-12-04 | Paper |
Stabilized optimization via an NCL algorithm
| 2018-11-30 | Paper |
Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
How to solve dynamic stochastic models computing expectations just once
Quantitative Economics | 2018-09-13 | Paper |
A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Quantitative Economics | 2018-09-12 | Paper |
Solving an incomplete markets model with a large cross-section of agents
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Computing Equilibria of Dynamic Games
Operations Research | 2017-07-13 | Paper |
Dynamic programming with Hermite approximation
Mathematical Methods of Operations Research | 2015-07-10 | Paper |
Constrained optimization approaches to estimation of structural models
Econometrica | 2013-11-08 | Paper |
Shape-preserving dynamic programming
Mathematical Methods of Operations Research | 2013-08-02 | Paper |
Dynamic programming with shape-preserving rational spline Hermite interpolation
Economics Letters | 2012-12-27 | Paper |
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Quantitative Economics | 2011-11-29 | Paper |
Computational suite of models with heterogeneous agents II: multi-country real business cycle models
Journal of Economic Dynamics and Control | 2011-01-31 | Paper |
Solving the multi-country real business cycle model using ergodic set methods
Journal of Economic Dynamics and Control | 2011-01-31 | Paper |
Solving dynamic stochastic competitive general equilibrium models
| 2010-12-08 | Paper |
Equilibrium open interest
Journal of Economic Dynamics and Control | 2010-11-26 | Paper |
Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty
Journal of Economic Dynamics and Control | 2009-12-21 | Paper |
Computing Supergame Equilibria
| 2006-06-19 | Paper |
scientific article; zbMATH DE number 2072571 (Why is no real title available?)
| 2004-06-10 | Paper |
scientific article; zbMATH DE number 2072573 (Why is no real title available?)
| 2004-06-10 | Paper |
Closed-loop equilibrium in a multi-stage innovation race
Economic Theory | 2003-08-20 | Paper |
The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
Journal of Economic Dynamics and Control | 2002-07-15 | Paper |
scientific article; zbMATH DE number 1552542 (Why is no real title available?)
| 2002-02-25 | Paper |
Asymptotic methods for asset market equilibrium analysis
Economic Theory | 2001-08-28 | Paper |
Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation
Computers & Operations Research | 2000-07-19 | Paper |
Computing equilibria in infinite-horizon finance economies: The case of one asset
Journal of Economic Dynamics and Control | 2000-06-04 | Paper |
SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
Macroeconomic Dynamics | 1999-03-16 | Paper |
scientific article; zbMATH DE number 1241609 (Why is no real title available?)
| 1999-01-18 | Paper |
Computational economics and economic theory: Substitutes or complements?
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
scientific article; zbMATH DE number 1099379 (Why is no real title available?)
| 1998-01-28 | Paper |
Price and Quality in a New Product Monopoly
Review of Economic Studies | 1995-01-11 | Paper |
Projection methods for solving aggregate growth models
Journal of Economic Theory | 1993-04-01 | Paper |
Observable Contracts: Strategic Delegation and Cooperation
International Economic Review | 1992-06-25 | Paper |
Dynamic limit pricing and internal finance
Journal of Economic Theory | 1986-01-01 | Paper |
The law of large numbers with a continuum of i.i.d. random variables
Journal of Economic Theory | 1985-01-01 | Paper |
On the Performance of Patents
Econometrica | 1985-01-01 | Paper |
Equilibrium Price Dispersion
Econometrica | 1983-01-01 | Paper |
