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accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Juneja, Januj Amar"
~person:"Lux, Thomas"
~subject:"Agentenbasierte Modellierung"
~type:"article"
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Monte Carlo simulation
Agentenbasierte Modellierung
Estimation theory
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Schätztheorie
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4
Agent-based modeling
3
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Juneja, Januj Amar
Lux, Thomas
Tsionas, Efthymios G.
7
Dufour, Jean-Marie
5
Li, Yong
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Zhang, Xibin
4
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
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2
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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3
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?
Juneja, Januj Amar
- In:
Computational management science
18
(
2021
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10012487048
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4
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
5
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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