1 option
The Method of Endogenous Gridpoints for Solving Dynamic Stochastic Optimization Problems / Christopher D. Carroll.
- Format:
- Book
- Author/Creator:
- Carroll, Christopher D.
- Series:
- Technical Working Paper Series (National Bureau of Economic Research) no. t0309.
- NBER technical working paper series no. t0309
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 2005.
- Summary:
- This paper introduces a method for solving numerical dynamic stochastic optimization problems that avoids rootfinding operations. The idea is applicable to many microeconomic and macroeconomic problems, including life cycle, buffer-stock, and stochastic growth problems. Software is provided.
- Notes:
- Print version record
- June 2005.
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