Quadrature-based methods for solving heterogeneous agent models with discontinuous distributions

DOI10.1007/S10614-005-6414-2zbMath1161.91440OpenAlexW2004157215MaRDI QIDQ1020509

Robert M. Hussey

Publication date: 29 May 2009

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-6414-2

zbMATH Keywords

numerical integrationMarkov chaintruncated distributionlabor searchnumerical solution technique

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Economic growth models (91B62) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• Job Creation and Job Destruction in the Theory of Unemployment
• Unnamed Item

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