|Universität Mannheim L7,3-5 68131 Mannheim|
|Terminal Degree:||2005 Abteilung für Volkswirtschaftslehre; Universität Mannheim (from RePEc Genealogy)|
Abteilung für Volkswirtschaftslehre Mannheim, Germany
: +49 621 181 1776
+49 621 181 1774
RePEc:edi:fvmande (more details at EDIRC)
Research outputJump to: Working papers
- Viktor Winschel, 2005. "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods 0507014, EconWPA.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Viktor Winschel, 2005.
"Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality,"
GE, Growth, Math methods
- Heiss, Florian & Winschel, Viktor, 2008. "Likelihood approximation by numerical integration on sparse grids," Journal of Econometrics, Elsevier, vol. 144(1), pages 62-80, May.
- Creel, Michael & Kristensen, Dennis, 2011.
"Indirect Likelihood Inference,"
Dynare Working Papers
- Michael Creel & Dennis Kristensen, "undated". "Indirect Likelihood Inference," Working Papers 558, Barcelona Graduate School of Economics.
- Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Review of Economic Studies,
Oxford University Press, vol. 74(4), pages 1059-1087.
- Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," CEPR Discussion Papers 5513, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," Levine's Bibliography 122247000000000849, UCLA Department of Economics.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013.
"Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain,"
NBER Working Papers
19326, National Bureau of Economic Research, Inc.
- Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Rafael Valero, 2013. "Smolyak Method for Solving Dynamic Economic Models: Lagrange Interpolation, Anisotropic Grid and Adaptive Domain," BYU Macroeconomics and Computational Laboratory Working Paper Series 2013-02, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
- Judd, Kenneth L. & Maliar, Lilia & Maliar, Serguei & Valero, Rafael, 2014. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 92-123.
- Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Daniel Harenberg & Stefano Marelli & Bruno Sudret & Viktor Winschel, 2017. "Uncertainty Quantification and Global Sensitivity Analysis for Economic Models," CER-ETH Economics working paper series 17/265, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Arne Risa Hole & Hong Il Yoo, 2017.
"The use of heuristic optimization algorithms to facilitate maximum simulated likelihood estimation of random parameter logit models,"
Journal of the Royal Statistical Society Series C,
Royal Statistical Society, vol. 66(5), pages 997-1013, November.
- Arne Risa Hole & Hong Il Yoo, 2014. "The use of heuristic optimization algorithms to facilitate maximum simulated likelihood estimation of random parameter logit models," Working Papers 2014021, The University of Sheffield, Department of Economics.
- Christophe Gouel, 2013.
"Comparing Numerical Methods for Solving the Competitive Storage Model,"
Springer;Society for Computational Economics, vol. 41(2), pages 267-295, February.
- Christophe Gouel, 2013. "Comparing numerical methods for solving the competitive storage model," Post-Print hal-01136976, HAL.
- Rongju Zhang & Nicolas Langren'e & Yu Tian & Zili Zhu & Fima Klebaner & Kais Hamza, 2016. "Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach," Papers 1610.07694, arXiv.org, revised Oct 2017.
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