Merging Simulation and Projection Approaches to Solve High-Dimensional Problems
收藏NBER2012-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18501
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资源简介：
We introduce an algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution, we construct a fixed grid covering the support of the constructed ergodic measure, and we use projection
提供机构：
美国国家经济研究局
创建时间：
2012-11-01
