; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Solution of Linear-Quadratic-Gaussian Dynamic Games Using Variational Methods"; ; "batchuser@example.com"; "Roberds, William"; "Federal Reserve Bank of Minneapolis"; "LQG", "Dynamic game", "Linear-quadratic-Gaussian", "Rational expectations", "Variational method"; "C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games"; "Methods are presented for solving a certain class of rational expectations models, principally those that arise from dynamic games. The methods allow for numerical solution using spectral factorization algorithms, and estimation of these models using maximum likelihood techniques."^^; "1985-10"; "2018-03-13T20:42:29.683967945+00:00"^^; "https://doi.org/10.21034/wp.291"; ; "19860700fedmsr105"; "https://creativecommons.org/licenses/by-nc/4.0/"; "2020-10-07T16:24:51.449220221+00:00"^^; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "659"; "Working paper (Federal Reserve Bank of Minneapolis. Research Department)"; "291"; "LQG", "Dynamic game", "Linear-quadratic-Gaussian", "Rational expectations", "Variational method"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; "An updated version of this Working Paper is available as [Staff Report 105](https://doi.org/10.21034/sr.105)."^^; ; "Publication" . ; .