One-node Quadrature Beats Monte Carlo: A Generalized Stochastic Simulation Algorithm

Kenneth Judd, Lilia Maliar, Serguei Maliar

NBER Working Paper No. 16708
Issued in January 2011

---- Acknowledgements -----

Lilia Maliar and Serguei Maliar acknowledge support from the Hoover Institution at Stanford University, the Ivie, the Ministerio de Ciencia e Innovación and FEDER funds under the project SEJ-2007-62656. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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