Supplement to "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality"

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.

Supplemental Authors: 
Viktor Winschel and Markus Kr?tzig