Analytic derivatives for linear rational expectations models

DOI10.1023/B:CSEM.0000038894.78378.f1zbMath1118.91064OpenAlexW1998591659MaRDI QIDQ1768384

Andrew P. Blake

Publication date: 15 March 2005

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

Full work available at URL: https://doi.org/10.1023/b:csem.0000038894.78378.f1

zbMATH Keywords

coefficient optimization

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62)

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