Nonlinear and stable perturbation-based approximations
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Publication:310988
DOI10.1016/j.jedc.2012.05.001zbMath1345.91021OpenAlexW2104636308MaRDI QIDQ310988
Wouter J. Den Haan, Joris De Wind
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://econ.lse.ac.uk/staff/wdenhaan/papers/stable_perturbation.pdf
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- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Accuracy of stochastic perturbation methods: The case of asset pricing models
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