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Indirect estimation of agent-based models : an application to a simple diffusion model
Grazzini, Jakob; Richiardi, Matteo; Sella, Lisa - In: Complexity economics (2013) 2, pp. 25-40
Persistent link: https://www.econbiz.de/10010358062
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Small sample bias in MSM estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Sella, Lisa - In: Managing market complexity : the approach of artificial …, (pp. 237-247). 2012
Persistent link: https://www.econbiz.de/10009579909
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Estimation of ergodic agent-based models by simulated minimum distance
Grazzini, Jakob; Richiardi, Matteo - 2014
Persistent link: https://www.econbiz.de/10010458256
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Estimation of ergodic agent-based models by simulated minimum distance
Grazzini, Jakob; Richiardi, Matteo - In: Journal of economic dynamics & control 51 (2015), pp. 148-165
Persistent link: https://www.econbiz.de/10011474377
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Bayesian estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Tsionas, Efthymios G. - In: Journal of economic dynamics & control 77 (2017), pp. 26-47
Persistent link: https://www.econbiz.de/10011817424
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Rising to the challenge : Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models
Delli Gatti, Domenico; Grazzini, Jakob - In: Journal of economic behavior & organization : JEBO 178 (2020), pp. 875-902
Persistent link: https://www.econbiz.de/10012439212