Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
From MaRDI portal
Publication:3564700
Recommendations
- Using adaptive sparse grids to solve high-dimensional dynamic models
- Bayesian estimation of dynamic discrete choice models
- High-dimensional dynamic stochastic model representation
- Bayesian inference for nonlinear structural time series models
- Likelihood approximation by numerical integration on sparse grids
Cited in
(15)- Nonlinear adventures at the zero lower bound
- Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
- A computationally efficient fixed point approach to dynamic structural demand estimation
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Likelihood approximation by numerical integration on sparse grids
- Executions in (semi-)integer Petri nets are compact closed categories
- Using adaptive sparse grids to solve high-dimensional dynamic models
- scientific article; zbMATH DE number 7454911 (Why is no real title available?)
- High-dimensional dynamic stochastic model representation
- DEEP EQUILIBRIUM NETS
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Using a hyperbolic cross to solve non-linear macroeconomic models
- A selective survey on mathematical programming in macroeconomics
- Scalable global solution techniques for high-dimensional models in Dynare
- Polynomial-augmented neural networks (PANNs) with weak orthogonality constraints for enhanced function and PDE approximation
This page was built for publication: Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3564700)
