Newton–Kantorovich (NK) iterations
Closed this issue · 0 comments
peisenha commented
We need to incorporate Newton–Kantorovich (NK) iterations in our value function iteration process. @MaxBlesch, please review all elements of our code in light of the replication material provided here
https://www.econometricsociety.org/publications/econometrica/2016/01/01/comment-%E2%80%9Cconstrained-optimization-approaches-estimation