Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
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下载链接：
https://www.nber.org/papers/w17890
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资源简介：
Many dynamic problems in economics are characterized by large state spaces which make both computing and estimating the model infeasible. We introduce a method for approximating the value function of high-dimensional dynamic models based on sieves and establish results for the: (a) consistency, (b)
提供机构：
美国国家经济研究局
创建时间：
2012-03-01
