Approximate Bayesian inference for agent-based models in economics : a case study
Year of publication: |
2023
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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
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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 |
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