Code files for "Finite State Markov-chain Approximations to Highly Persistent Processes"
AbstractFortran 90 code to replicate all results from the article.
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Bibliographic InfoSoftware component provided by Review of Economic Dynamics in its series Computer Codes with number 09-115.
Date of creation: 2010
Date of revision:
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Postal: Review of Economic Dynamics Academic Press Editorial Office 525 "B" Street, Suite 1900 San Diego, CA 92101
Web page: http://www.EconomicDynamics.org/review.htm
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Other versions of this item:
- Karen Kopecky & Richard Suen, 2010. "Finite State Markov-chain Approximations to Highly Persistent Processes," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 701-714, July.
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
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