Pages that link to "Item:Q3971628"
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The following pages link to Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (Q3971628):
Displaying 50 items.
- Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models (Q396017) (← links)
- Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Health, economic resources and the work decisions of older men (Q530922) (← links)
- Public versus private risk sharing (Q548244) (← links)
- Second-order approximation of dynamic models without the use of tensors (Q631258) (← links)
- A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem (Q673244) (← links)
- International portfolio choice, liquidity constraints and the home equity bias puzzle (Q951481) (← links)
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
- Optimal time aggregation of infinite horizon control problems (Q956518) (← links)
- Assessing Markov chain approximations: a minimal econometric approach (Q956545) (← links)
- Uninsured idiosyncratic production risk with borrowing constraints (Q959667) (← links)
- An integral equation representation for overlapping generations in continuous time (Q960282) (← links)
- Dollarization and financial integration (Q972867) (← links)
- Discretization of highly persistent correlated AR(1) shocks (Q975894) (← links)
- A new algorithm for solving dynamic stochastic macroeconomic models (Q975912) (← links)
- Quadrature-based methods for solving heterogeneous agent models with discontinuous distributions (Q1020509) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- Solving asset pricing models with Gaussian shocks (Q1128524) (← links)
- Grouping for optimal growth (Q1274851) (← links)
- Nonparametric estimation of nonlinear rational expectation models (Q1277701) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Solving the stochastic growth model with a finite element method (Q1350636) (← links)
- Exchange rate regime credibility, the agency cost of capital and devaluation. (Q1605202) (← links)
- Asset prices with non-permanent shocks to consumption (Q1655728) (← links)
- Renting vs buying a home: a matter of wealth accumulation or of geographic stability? (Q1657459) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- Exact solution of asset pricing models with arbitrary shock distributions (Q1853226) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes (Q1934811) (← links)
- Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
- Skill-biased technological change and homeownership (Q1994222) (← links)
- Long-run risk and hidden growth persistence (Q1994292) (← links)
- The expected real return to equity (Q1994293) (← links)
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain (Q1994576) (← links)
- Endogenous borrowing constraints and stagnation in Latin America (Q2007863) (← links)
- Efficient VAR discretization (Q2036961) (← links)
- Funding employer-based insurance: regressive taxation and premium exclusions (Q2143901) (← links)
- Social health insurance: a quantitative exploration (Q2152311) (← links)
- Short-run risk, business cycle, and the value premium (Q2246740) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- Quantitative implications of indexed bonds in small open economies (Q2271678) (← links)
- Risk sharing with private and public information (Q2295825) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
- A simulation-based approach to stochastic dynamic programming (Q2863720) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
