A Homotopy Approach to Solving Nonlinear Rational Expectation Problems
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Other versions of this item:
- Jensen, Mark J, 1997. "A Homotopy Approach to Solving Nonlinear Rational Expectation Problems," Computational Economics, Springer;Society for Computational Economics, vol. 10(1), pages 47-65, February.
References listed on IDEAS
- Wouter J. Den Haan & Albert Marcet, 1994. "Accuracy in Simulations," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 3-17.
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- Javier J. Pérez, 2004.
"A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm,"
Springer;Society for Computational Economics, vol. 24(1), pages 59-75, August.
- Javier J. Pérez, 2001. "A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Economic Working Papers at Centro de Estudios Andaluces E2001/02, Centro de Estudios Andaluces.
- William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996.
"The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets,"
9602003, University Library of Munich, Germany.
- William Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 2012. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201215, University of Kansas, Department of Economics, revised Sep 2012.
More about this item
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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