Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 6 inbound Pith citation observations for arXiv:2112.14377.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-15T16:47:22.617756Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-07-04T12:49:52.597533Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation 48df1d6d-3f67-40cc-9c7f-4653ce64534b · inbound
EconGym: A Scalable AI Testbed with Diverse Economic Tasks cites this paper.
EconGym: A Scalable AI Testbed with Diverse Economic Tasks DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 15
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T04:08:13.793367Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 79d35b14-3f36-4e18-8556-b67ba8987c8f · inbound
The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics cites this paper.
The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 33
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T16:47:22.617756Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 5e0fd6fa-faaf-4808-aeda-c521152a19e2 · inbound
Recurrent Structural Policy Gradient for Partially Observable Mean Field Games cites this paper.
Recurrent Structural Policy Gradient for Partially Observable Mean Field Games DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 2022
- Resolution
- unresolved
- no resolver link, observed 2026-08-02T21:30:17.328170Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 244c5522-702d-4b28-8c35-8614c07b816d · inbound
Isomorphic Dynamic Programs cites this paper.
Isomorphic Dynamic Programs DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 69
- Resolution
- verified exact
- arxiv_id, observed 2026-05-22T02:50:58.381340Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 17fea888-3ea5-481a-a259-55ce9509bb69 · inbound
Equilibrium World Models cites this paper.
Equilibrium World Models DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 28
- Resolution
- verified exact
- arxiv_id, observed 2026-07-04T12:49:52.598850Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c82ed15a-dc30-4b41-9877-cff0ee8a1f63 · inbound
Mastering Stochastic OLG Models in Continuous Time cites this paper.
Mastering Stochastic OLG Models in Continuous Time DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks
Reference 103
- Resolution
- unresolved
- no resolver link, observed 2026-08-12T05:35:48.886769Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.