Abstract:
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This module provides a toolkit for solving such models easily, building on log- linearizing the necessary equations characterizing the equilibrium and solving for the recursive equilibrium law of motion with the method of undetermined coefficients.
Language: MATLAB Requires: MATLAB Keywords:modeling; nonlinear models; dynamics (search for similar items in EconPapers) Date: 2002-10-01
More software in Statistical Software Components from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().
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