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Envelope condition method with an application to default risk models

Crossref DOI link: https://doi.org/10.1016/j.jedc.2016.05.016

Published Print: 2016-08

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Authors

Arellano, Cristina

Maliar, Lilia https://orcid.org/0000-0002-7109-7976
Maliar, Serguei

Tsyrennikov, Viktor
Funding

Funding for this research was provided by:

Ministerio de Economía y Competitividad (ECO2015-70540-P)

Stanford University (ECO2015-70540-P)

European Regional Development Fund (ECO2015-70540-P)

Santa Clara University (ECO2015-70540-P)

Universidad de Alicante (ECO2015-70540-P)
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This article is maintained by: Elsevier

Article Title: Envelope condition method with an application to default risk models

Journal Title: Journal of Economic Dynamics and Control

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jedc.2016.05.016

Content Type: article

Copyright: © 2016 Elsevier B.V. All rights reserved.