Numerical Solution of Dynamic Quantile Models
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DOI: 10.1016/j.jedc.2023.104617
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More about this item
Keywords
Quantile preferences; Dynamic programming; Value function iterations;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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