Estimation of agent-based models using sequential Monte Carlo methods
Thomas Lux
| Year of publication: |
June 2018
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|---|---|
| Authors: | Lux, Thomas |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 391-408
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| Subject: | Agent-based models | Estimation | Markov chain Monte Carlo | Particle filter | Monte-Carlo-Simulation | Monte Carlo simulation | Agentenbasierte Modellierung | Agent-based modeling | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.01.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974212