A nonsmooth approach to envelope theorems
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DOI: 10.1016/j.jmateco.2015.09.001
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- Olivier Morand & Kevin Reffett & Suchismita Tarafdar, 2011. "A Nonsmooth approach to enevelope theorems," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 11-03, Indian Statistical Institute, New Delhi, India.
References listed on IDEAS
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Citations
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Cited by:
- Paweł Dziewulski, 2011. "On Time-to-Build Economies with Multiple-Stage Investments," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 9, pages 23-49.
- Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020.
"Posterior distribution of nondifferentiable functions,"
Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
- Toru Kitagawa & José Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior Distribution of Nondifferentiable Functions," Working Papers 147, Peruvian Economic Association.
- Toru Kitagawa & Jose Luis Montiel Olea & Jonathan Payne & Amilcar Velez, 2019. "Posterior distribution of nondifferentiable functions," CeMMAP working papers CWP17/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lehrer, Ehud & Light, Bar, 2018. "The effect of interest rates on consumption in an income fluctuation problem," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 63-71.
More about this item
Keywords
Constrained otimization with nonconvexities; Envelope theorems; Nonsmooth analysis; Stochastic growth; Lattice programming;Statistics
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