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Swapping the nested fixed point algorithm : a class of estimators for discrete markov decisions models

By: Aguirregabiria, Victor M .

Contributor(s): Mira, Pedro .

Material type: Text

Text

TextSeries: CEMFI working papers; 9904.Publisher: Madrid Centro de Estudios Monetarios y Financieros [CEMFI] 1999Description: 38 p. 20 cm.Subject(s): ECONOMETRIA

| MODELOS ECONOMETRICOS

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	C 1671-28872 (Browse shelf)	Available	CEMFI working paper		C 1671-28872

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Previous	C 1671-28869 Should fiscal policy be different in a non - competitive framework?	C 1671-28870 Is it welfare improving to insulate monetary policy from the political arena?	C 1671-28871 A note on the changing relationship between fertility and female employment rates in developed countries	C 1671-28872 Swapping the nested fixed point algorithm : a class of estimators for discrete markov decisions models	C 1671-28873 Validación de modelos de valoración de la opción de entrega implícita enel futuro a 10 años	C 1671-28874 Choosing the right error in term structure models	c 1672-28875 Tendencias de gestión en el nuevo milenio: hacia la empresa del conocimiento	Next

Resumen; bibliografía; conclusiones

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