Numerical methods for linear-quadratic models
In: Handbook of Computational Economics
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- Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012.
"Optimal control of nonlinear dynamic econometric models: An algorithm and an application,"
Computational Statistics & Data Analysis,
Elsevier, vol. 56(11), pages 3230-3240.
- Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
- Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
- Pierpaolo Benigno & Michael Woodford, 2008.
"Linear-Quadratic Approximation of Optimal Policy Problems,"
0809-01, Columbia University, Department of Economics.
- Benigno, Pierpaolo & Woodford, Michael, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," CEPR Discussion Papers 5964, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-quadratic approximation of optimal policy problems," Discussion Papers 0607-02, Columbia University, Department of Economics.
- Pierpaolo Benigno & Michael Woodford, 2006. "Linear-Quadratic Approximation of Optimal Policy Problems," NBER Working Papers 12672, National Bureau of Economic Research, Inc.
- David A. Kendrick & Hans M. Amman & Marco P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
- Hans M. Amman & David A. Kendrick, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
- Binder, Michael & Pesaran, Hashem, 2000. "Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 325-346, March.
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