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Robust Method for Sensitivity Analysis in Simulation Model/a Comparison Study

✍ Scribed by Huda Abdullah Rashid


Book ID
113885228
Publisher
Elsevier
Year
2010
Tongue
English
Weight
222 KB
Volume
2
Category
Article
ISSN
1877-0428

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Methods of computing the type II iterations involved in extended path algorithms for the solution of economic models with forward-looking expectations are described. Particular attention is directed at a method involving the application of a Newton algorithm to a 'stacked' equation system that inclu