State Space Model to Detect Cycles in Heterogeneous Agents Models
Year of publication: |
[2021]
|
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Authors: | Gusella, Filippo ; Ricchiuti, Giorgio |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Agentenbasierte Modellierung | Agent-based modeling |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 30, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3856471 [DOI] |
Classification: | C13 - Estimation ; G10 - General Financial Markets. General ; E32 - Business Fluctuations; Cycles |
Source: | ECONIS - Online Catalogue of the ZBW |
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