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Accuracy of Numerical Solutions Using the Euler Equation Residuals
6 references·9 citing·48 second hop
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References

  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1992Projection methods for solving aggregate growth models614 cited
  • 1994Accuracy in Simulations236 cited
  • 1990Solving the Stochastic Growth Model by Policy-Function Iteration208 cited
  • 1982Duality theory for dynamic optimization models of economics: The continuous time case172 cited
  • 1997Asymptotic methods for aggregate growth models141 cited

Cited by

  • 2010Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents116 cited
  • 2006A generalization of the endogenous grid method110 cited
  • 2005Convergence Properties of the Likelihood of Computed Dynamic Models102 cited
  • 2015Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model94 cited
  • 2010Comparison of solutions to the incomplete markets model with aggregate uncertainty94 cited
  • 2005Accuracy of Simulations for Stochastic Dynamic Models86 cited
  • 2007A qualitative approach to Markovian equilibrium in infinite horizon economies with capital78 cited
  • 2014Numerical Methods for Large-Scale Dynamic Economic Models75 cited
  • 2007

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Computable Markov-Perfect Industry Dynamics: Existence, Purification, and Multiplicity
73 cited