Anderson, Evan, Lars Hansen, Ellen McGrattan, and Thomas Sargent (1996) "Mechanics of Forming and Estimating Dynamic Linear Economies," in H. Amman et al., eds. Handbook of Computational Economics, Vol 1, Amsterdam: Elsevier. Home/Search Document Details and Download
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Using Randomization to Break the Curse of Dimensionality - Rust (1996) (20 citations) (Correct)
....if we index the size of the MDP problem by (d s ; da ) where d s is the number of state variables and da is the number of control variables, since in that case the total size of the MDP problem is indexed by (jSj d s ; jAj d a ) which increases exponentially fast in d s and da . 11 See Anderson, Hansen, McGratten and Sargent, 1996). 12 Formally, we say that f(ffl) Theta(g(ffl) if f(ffl) O(g(ffl) and f(ffl) Omega Gamma g(ffl) This implies that there exist positive constants c 1 and c 2 such that c 1 jg(ffl)j jf(ffl)j c 2 jg(ffl)j for sufficiently small ffl. 13 Note that in infinite horizon problems T = ....
Anderson, E. Hansen, L. McGratten, E. and T. Sargent (1996) "Mechanics for Forming and Estimating Dynamic Linear Economies" in H. Amman, D. Kendrick and J. Rust (eds.) Handbook of Computational Economics Amsterdam, Elsevier, Chapter 4, 171--252.
Rational Error Correction - Tinsley (2000) (Correct)
.... between the 8 The direct solution format using companion forms may be compared with alternative solution methods for linear decision rules ranging from partial fractions expansions of the characteristic roots in Hansen and Sargent (1980) to Schur decompositions in Anderson and Moore (1985) and Anderson, Hansen, McGrattan, and Sargent (1996). 9 Note that m will often be much smaller that the number of lags of the dependent variable in a conventional error correction, m p. 10 The column stack of the product of three matrices is denoted by vec(ABC) C 0 Omega A)vecB, where Omega denotes the Kronecker product. 8 ....
Anderson, E., L. Hansen, E. McGrattan, and T. Sargent. (1996). "Mechanics of Forming and Estimating Dynamic Linear Economies." in H. Amman, D. Kendrick and J. Rust (eds.), Handbook of Computational Economics I, Amsterdam: Elsevier Science, 171-252.
Rational Error Correction - Tinsley (1998) (Correct)
.... z t Gamma1 , 9 The direct solution format using companion forms may be compared with alternative solution methods for linear decision rules ranging from partial fractions expansions of the characteristic roots in Hansen and Sargent (1980) to Schur decompositions in Anderson and Moore (1985) and Anderson, Hansen, McGrattan, and Sargent (1996). 10 Note that m will often be much smaller that the number of lags of the dependent variable in a conventional error correction, m q. 8 Two types of restrictions are imposed on the coefficient vector, h , under polynomial frictions: the cross coefficient restrictions imposed by the ....
Anderson, E., L. Hansen, E. McGrattan, and T. Sargent. (1996). "Mechanics of Forming and Estimating Dynamic Linear Economies." in H. Amman, D. Kendrick and J. Rust (eds.), Handbook of Computational Economics I, Amsterdam: Elsevier Science, 171-252.
Robustness and Commitment: A Monetary Policy Example - Hansen, Sargent (1999) (1 citation) Self-citation (Sargent) (Correct)
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Anderson, Evan, Hansen, L.P., McGrattan, E.R., and T.J. Sargent (1996). `Mechanics of Forming and Estimating Dynamic Linear Economies'. In H. Amman, D.A. Kendrick, and J. Rust (eds.), Handbook of Computational Economics, Vol.1. Amsterdam: North Holland.
Exchange Rates and Casualties During the First World War - Hall (2002) (Correct)
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Anderson, Evan, Lars Hansen, Ellen McGrattan, and Thomas Sargent (1996) "Mechanics of Forming and Estimating Dynamic Linear Economies," in H. Amman et al., eds. Handbook of Computational Economics, Vol 1, Amsterdam: Elsevier.
Comparing Dynamic Equilibrium Models to Data: A.. -.. (Correct)
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ANDERSON, E.W., HANSEN, L.P., McGRATTAN, E.R. and SARGENT, T.J. (1996). "On the Mechanics of Forming and Estimating Dynamic Linear Economies", in H.M. Amman et al. (eds.) Handbook of Uomputational Economics, Elsevier.
Exchange Rates and Casualties during the First World War - Hall (2001) (Correct)
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Anderson, Evan, Lars Hansen, Ellen McGrattan, and Thomas Sargent (1996) \Mechanics of Forming and Estimating Dynamic Linear Economies," in H. Amman et al., eds. Handbook of Computational Economics, Vol 1, Amsterdam: Elsevier.
Overtime, Effort, and the Propagation of Business Cycle Shocks - Hall (1996) (Correct)
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Anderson, E., L. Hansen, E. McGrattan, and T. Sargent, 1995, Mechanics of forming and estimating dynamic linear economies, Manuscript (University of Chicago, Chicago, IL).
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