Kenneth L. Judd

From MaRDI portal
Person:608909

Available identifiers

zbMath Open judd.kenneth-lMaRDI QIDQ608909

List of research outcomes





PublicationDate of PublicationType
A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems2023-11-16Paper
Statistical approximation of high-dimensional climate models2019-12-19Paper
OPTIMAL RULES FOR PATENT RACES*2019-02-07Paper
Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models2019-02-01Paper
Avoiding the curse of dimensionality in dynamic stochastic games2019-01-10Paper
Finding all pure-strategy equilibria in games with continuous strategies2018-12-04Paper
Stabilized optimization via an NCL algorithm2018-11-30Paper
Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain2018-11-01Paper
How to solve dynamic stochastic models computing expectations just once2018-09-13Paper
A nonlinear certainty equivalent approximation method for dynamic stochastic problems2018-09-12Paper
Solving an incomplete markets model with a large cross-section of agents2018-08-13Paper
Computing Equilibria of Dynamic Games2017-07-13Paper
Dynamic programming with Hermite approximation2015-07-10Paper
Constrained optimization approaches to estimation of structural models2013-11-08Paper
Shape-preserving dynamic programming2013-08-02Paper
Dynamic programming with shape-preserving rational spline Hermite interpolation2012-12-27Paper
Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models2011-11-29Paper
Computational suite of models with heterogeneous agents II: multi-country real business cycle models2011-01-31Paper
Solving the multi-country real business cycle model using ergodic set methods2011-01-31Paper
https://portal.mardi4nfdi.de/entity/Q30594482010-12-08Paper
Equilibrium open interest2010-11-26Paper
Computational suite of models with heterogeneous agents: incomplete markets and aggregate uncertainty2009-12-21Paper
Computing Supergame Equilibria2006-06-19Paper
https://portal.mardi4nfdi.de/entity/Q44678092004-06-10Paper
https://portal.mardi4nfdi.de/entity/Q44678112004-06-10Paper
Closed-loop equilibrium in a multi-stage innovation race2003-08-20Paper
The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.2002-07-15Paper
https://portal.mardi4nfdi.de/entity/Q45248032002-02-25Paper
Asymptotic methods for asset market equilibrium analysis2001-08-28Paper
Solving a savings allocation problem by numerical dynamic programming with shape-preserving interpolation2000-07-19Paper
Computing equilibria in infinite-horizon finance economies: The case of one asset2000-06-04Paper
SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS1999-03-16Paper
https://portal.mardi4nfdi.de/entity/Q42250481999-01-18Paper
Computational economics and economic theory: Substitutes or complements?1998-07-22Paper
https://portal.mardi4nfdi.de/entity/Q43694401998-01-28Paper
Price and Quality in a New Product Monopoly1995-01-11Paper
Projection methods for solving aggregate growth models1993-04-01Paper
Observable Contracts: Strategic Delegation and Cooperation1992-06-25Paper
Dynamic limit pricing and internal finance1986-01-01Paper
The law of large numbers with a continuum of i.i.d. random variables1985-01-01Paper
On the Performance of Patents1985-01-01Paper
Equilibrium Price Dispersion1983-01-01Paper

Research outcomes over time

This page was built for person: Kenneth L. Judd