attempt to use DocumenterCitations

docs/src/references.md

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+```@bibliography
+```

docs/src/refs.bib

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+
+@incollection{judd1996,
+	Title = {Approximation, Perturbation, and Projection Methods in Economic Analysis},
+	pages = {511--585},
+	booktitle = {Handbook of Computational Economics},
+	publisher = {North Holland Press},
+	author = {Judd, K.L.},
+	editor = {Amman, H.M. and Kendrick, D.A. and Rust, J.},
+	year = {1996},
+}
+
+@article{collardhigherorder2001,
+	title = {A Higher–Order Taylor Expansion Approach to Simulation of Stochastic Forward–Looking Models with an Application to a Non–Linear Phillips Curve},
+	volume = {17},
+	pages = {125--139},
+	journal = {Computational Economics},
+	author = {Collard, F. and Juillard, M.},
+	year = {2001},
+}
+
+@article{schmittgrohesolving2004,
+	title = {Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function},
+	volume = {28},
+	pages = {755--775},
+	journal = {Journal of Economic Dynamics and Control},
+	author = {Schmitt–Grohe, S. and Uribe, M.},
+	year = {2004},
+}
+
+@article{villemot_solving_2011,
+	title = {Solving rational expectations models at first order: what Dynare does},
+	url = {https://ideas.repec.org/p/cpm/dynare/002.html},
+	shorttitle = {Solving rational expectations models at first order},
+	abstract = {This paper describes in detail the algorithm implemented in Dynare for computing the first order approximated solution of a nonlinear rational expectations model. The core of the algorithm is a generalized Schur decomposition (also known as the {QZ} decomposition), as advocated by several authors in the litterature. The contribution of the present paper is to focus on implementation details that make the algorithm more generic and more efficient, especially for large models.},
+	number = {2},
+	institution = {{CEPREMAP}},
+	author = {Villemot, Sébastien},
+	year = {2011},
+	langid = {english},
+	journal = {Dynare Working Papers},
+	keywords = {Dynare, Numerical methods, Perturbation, Rational expectations},
+	file = {Fullext PDF:/home/michel/Zotero/storage/RQSUM39N/Villemot - 2011 - Solving rational expectations models at first orde.pdf:application/pdf;Snapshot:/home/michel/Zotero/storage/XFBFH56N/002.html:text/html},
+}
+
+@incollection{brumm_sparse_2022,
+	title = {Sparse Grids for Dynamic Economic Models},
+	booktitle = {Oxford Research Encyclopedia of Economics and Finance},
+	author = {Brumm, Johannes and Krause, Christopher and Schaab, Andreas and Scheidegger, Simon},
+        year = {2022},
+	publisher = "Oxford University Press},
+}
+
+@article{stoyanov_user_2015,
+	location = {One Bethel Valley Road, Oak Ridge, {TN}},
+	title = {User Manual: {TASMANIAN} Sparse Grids},
+	number = {{ORNL}/{TM}-2015/596},
+	journal = {Oak Ridge National Laboratory},
+	author = {Stoyanov, M},
+	year = {2015},
+	file = {Stoyanov - 2015 - User Manual TASMANIAN Sparse Grids.pdf:/home/michel/Zotero/storage/PDXYNR9V/Stoyanov - 2015 - User Manual TASMANIAN Sparse Grids.pdf:application/pdf},
+}