Data And Programs - Supplement to "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality"
Viktor Winschel and Markus Krätzig
Description: A link to the authors' website where replication files may be found (using their software).
Extensions - Supplement to "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality"
Viktor Winschel and Markus Krätzig
Description: This file contains the details on the derivation of the dynamic first-order optimality conditions, the linearization of the general model, the new filters, the parallelized Metropolis-Hastings algorithm, an example of a two-dimensional Smolyak poly-nomial approximation and detailed simulation results.
