Numerical methods for linear-quadratic models
In: Handbook of Computational Economics
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- Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012.
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- repec:spr:joptap:v:160:y:2014:i:1:d:10.1007_s10957-013-0320-x is not listed on IDEAS
- 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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- 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.
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- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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