A Homotopy Approach to Solving Nonlinear Rational Expectation Problems
Download full text from publisher
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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 1996.
"The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets,"
- 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.
- 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.
More about this item
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpco:9506002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA) or (Christopher F. Baum). General contact details of provider: https://econwpa.ub.uni-muenchen.de .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.