Estimation of financial agent-based models with simulated maximum likelihood
Year of publication: |
december 2017
|
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Authors: | Kukacka, Jiri ; Barunik, Jozef |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 85.2017, p. 21-45
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Subject: | Heterogeneous agent model | Simulated maximum likelihood | Estimation | Intensity of choice | Switching | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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