Solving, Estimating, and Selecting Nonlinear Dynamic Models Without The Curse of Dimensionality.
We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids to overcome the curse of dimensionality for approximations. We apply sparse grids to a global polynomial approximation of the model solution, to the quadrature of integrals ar...
| Publicado en: | Econometrica Vol. 78; no. 2; pp. 803 - 822 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
March 2010
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |