Stochastic Newton-like methods for computing equilibria in general equilibrium models
Calculating an equilibrium point in general equilibrium models in many cases reduces to solving a nonlinear system of equations. Taking model parameter values as random variables with a known distribution increases the level of information provided by the model but makes computation of equilibrium p...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2011
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| Texto completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022011000100007 |
| País: | Brasil |
| Oai: | oai:scielo:S1807-03022011000100007 |