Approximate Bayesian inference for agent-based models in economics : a case study
Year of publication: |
2023
|
---|---|
Authors: | Lux, Thomas |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 4, p. 423-447
|
Subject: | agent-based models | Bayesian estimation | sequential Monte Carlo | Agentenbasierte Modellierung | Agent-based modeling | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Schätztheorie | Estimation theory |
-
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu, (2023)
-
Bayesian estimation and likelihood-based comparison of agent-based volatility models
Bertschinger, Nils, (2021)
-
Computing bayes : from then 'til now
Martin, Gael M., (2022)
- More ...
-
Individual expectations and aggregate behavior in learning to forecast experiments
Hommes, Cars, (2008)
-
Sentiment dynamics and stock returns: the case of the German stock market
Lux, Thomas, (2008)
-
Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach
Ghonghadze, Jaba, (2009)
- More ...