Accuracy of numerical solutions using the Euler equation residuals.
This paper is concerned with asymptotic properties on the accuracy of numerical solutions. It is shown that the approximation error of the policy function is of the order of magnitude as the size of the Euler equation residuals. Moreover, for bounding this approximation error the most relevant par...
| Publicado en: | Econometrica Vol. 68; no. 6; pp. 1377 - 1403 |
|---|---|
| Autor principal: | |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
November 2000
|
| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |