Numerical solution of dynamic quantile models

DOI10.1016/J.JEDC.2023.104617zbMATH Open1514.90240OpenAlexW4319869916MaRDI QIDQ6164883FDOQ6164883

Authors: Luciano I. de Castro, Antonio F. Galvao, Andre Muchon 

Publication date: 4 July 2023

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104617

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zbMATH Keywords

dynamic programmingquantile preferencesvalue function iterations

Mathematics Subject Classification ID

Dynamic programming (90C39) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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Cited In (4)

• Static and dynamic quantile preferences
• Dynamic quantile models
• A numerically stable quadrature procedure for the one-factor random-component discrete choice model
• Analytical Quantile Solution for the S-distribution, Random Number Generation and Statistical Data Modeling

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