Estimation of ergodic agent-based models by simulated minimum distance
Year of publication: |
February 2015
|
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Authors: | Grazzini, Jakob ; Richiardi, Matteo |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 51.2015, p. 148-165
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Subject: | Agent-based models | Consistent estimation | Method of simulated moments | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
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