Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity

DOI10.1016/J.CSDA.2008.08.009MaRDI QIDQ961401zbMATH OpenOpenAlexFDO

Authors Baoline Chen, Peter A. Zadrozny

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.08.009

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to economics (62P20)

Recommendations

• Solving the multi-country real business cycle model using a perturbation method
• Nonlinear and stable perturbation-based approximations
• Comparison of solutions to the multi-country real business cycle model
• Fifth-order perturbation solution to DSGE models
• Comparing solution methods for dynamic equilibrium economies

Cites work

• scientific article; zbMATH DE number 3484308 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• scientific article; zbMATH DE number 3109694 (Why is no real title available?)
• A dynamic model of expected bond returns: A functional gradient descent approach
• Efficient Methods of Measuring Welfare Change and Compensated Income in Terms of Ordinary Demand Functions
• Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem
• Projected gradient approach to the numerical solution of the SCoTLASS
• Quadratic Forms with Linear Constraints

Cited in

(1)

• Optimal control of nonlinear dynamic econometric models: an algorithm and an application

This page was built for publication: Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961401)