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):
Displayed 29 items.
- 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)
- 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)
- Quantitative implications of indexed bonds in small open economies (Q2271678) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)
- ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE (Q5489152) (← links)
- Accuracy of stochastic perturbation methods: The case of asset pricing models (Q5940866) (← links)
- Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm (Q5941340) (← links)