Computing Densities in Stochastic Recursive Economies: Generalized Look-Ahead Techniques

John Stachurski (), Huiyu Li and R. Braun

No 975, 2009 Meeting Papers from Society for Economic Dynamics

Abstract: are the computation of the density of the capital stock in the neoclassical growth model and the computation of the wealth density in an incomplete market economy.

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://red-files-public.s3.amazonaws.com/meetpapers/2009/paper_975.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:red:sed009:975

Access Statistics for this paper

More papers in 2009 Meeting Papers from Society for Economic Dynamics Contact information at EDIRC.
Bibliographic data for series maintained by Christian Zimmermann ().