{"title":"用变分方法求解线性二次高斯动态对策","authors":"W. Roberds","doi":"10.21034/sr.105","DOIUrl":null,"url":null,"abstract":"Methods are presented for solving a certain class of rational expectations models, principally those that arise from dynamic games. The methods allow for numerical solution using spectral factorization algorithms and for estimation of these models using maximum likelihood techniques.","PeriodicalId":164493,"journal":{"name":"Staff Report","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Solution of linear-quadratic- Gaussian dynamic games using variational methods\",\"authors\":\"W. Roberds\",\"doi\":\"10.21034/sr.105\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Methods are presented for solving a certain class of rational expectations models, principally those that arise from dynamic games. The methods allow for numerical solution using spectral factorization algorithms and for estimation of these models using maximum likelihood techniques.\",\"PeriodicalId\":164493,\"journal\":{\"name\":\"Staff Report\",\"volume\":\"27 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Staff Report\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.21034/sr.105\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Staff Report","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21034/sr.105","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Solution of linear-quadratic- Gaussian dynamic games using variational methods
Methods are presented for solving a certain class of rational expectations models, principally those that arise from dynamic games. The methods allow for numerical solution using spectral factorization algorithms and for estimation of these models using maximum likelihood techniques.