![[FRB logo]](../bitmaps/sm_head2.gif)
|
The Anderson-Moore Algorithm AIM Home Page |
![[AIM logo]](../bitmaps/aimLogo1.0.gif)
Continuous Time Application of the Anderson-Moore(AIM) Algorithm for Imposing the Saddle Point Property in Dynamic Models
Anderson & Moore describe a powerful method for solving discrete time linear saddle point models. This paper shows how one can apply the technique to continuous time models.