{"created":"2021-03-01T07:01:54.653924+00:00","id":42072,"links":{},"metadata":{"_buckets":{"deposit":"df5e4fd2-86fc-4423-abf8-d05ca2fa9002"},"_deposit":{"id":"42072","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42072"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042072","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2009-05","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-620","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We propose a generalized look-ahead estimator for computing densities and expectations in economic models. We provide conditions under which the estimator converges globally with probability one, and exhibit the asymptotic distribution of the error. Our estimator is more efficient than other Monte Carlo based approaches. Numerical experiments indicate that the estimator can provide large increases in accuracy and speed relative to traditional methods. Particular applications we consider are the stochastic growth model and an income fluctuation problem.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf620ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"},{"subitem_text_value":"Kyoto University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Braun, Richard Anton"}],"nameIdentifiers":[{"nameIdentifier":"96823","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Huiyu, Li"}],"nameIdentifiers":[{"nameIdentifier":"96824","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"John, Stachurski"}],"nameIdentifiers":[{"nameIdentifier":"96825","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Distributions","subitem_subject_scheme":"Other"},{"subitem_subject":"numerical methods","subitem_subject_scheme":"Other"},{"subitem_subject":"simulation","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification Codes: C61, C63","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Computing Densities and Expectations in Stochastic Recursive Economies : Generalized Look-Ahead Techniques","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Computing Densities and Expectations in Stochastic Recursive Economies : Generalized Look-Ahead Techniques"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42072","relation_version_is_last":true,"title":["Computing Densities and Expectations in Stochastic Recursive Economies : Generalized Look-Ahead Techniques"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:13:42.480350+00:00"}