Estimation of heterogeneous agent models : a likelihood approach
Juan Carlos Parra-Alvarez, Olaf Posch and Mu-Chun Wang
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | Heterogeneous agent models | Continuous-time | Fokker-Planck equations | Kullback-Leibler divergence | Maximum likelihood | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Agentenbasierte Modellierung | Agent-based modeling | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Ökonometrie | Econometrics |
freely available
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2020, 05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012317765