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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Lux, Thomas"
~subject:"Monte Carlo simulation"
~subject:"Seasonal variations"
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Lux, Thomas
Franses, Philip Hans
16
Dijk, Dick van
5
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4
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4
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Statistical papers
Journal of economic dynamics & control
Report / Econometric Institute, Erasmus University Rotterdam
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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2
Time variation of second moments from a noise trader infection model
Lux, Thomas
- In:
Journal of economic dynamics & control
22
(
1997/98
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
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