Estimation of financial agent-based models with simulated maximum likelihood
Year of publication: |
05/27/2016
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Authors: | Kukacka, Jiri ; Barunik, Jozef |
Publisher: |
[Kiel] : FinMaP [Research Office] |
Subject: | heterogeneous agent model | simulated maximum likelihood | estimation | intensity of choice | switching | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
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Series: | Finmap working paper. - Kiel : Univ., ZDB-ID 2785854-6. - Vol. no. 63 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/148062 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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