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Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
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Estimation of ergodic agent-based models by simulated minimum distance
Grazzini, Jakob; Richiardi, Matteo - In: Journal of economic dynamics & control 51 (2015), pp. 148-165
Persistent link: https://www.econbiz.de/10011474377
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A comparison of economic agent-based model calibration methods
Platt, Donovan - In: Journal of economic dynamics & control 113 (2020), pp. 1-33
Persistent link: https://www.econbiz.de/10012502501
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Estimation of financial agent-based models with simulated maximum likelihood
Kukacka, Jiri; Barunik, Jozef - In: Journal of economic dynamics & control 85 (2017), pp. 21-45
Persistent link: https://www.econbiz.de/10011919154
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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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Smooth transition simultaneous equation models
Kadilli, Anjeza; Krishnakumar, Jayalakshmi - In: Journal of economic dynamics & control 145 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013543246
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Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri; Sacht, Stephen - In: Journal of economic dynamics & control 146 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
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Black-box Bayesian inference for agent-based models
Dyer, Joel; Cannon, Patrick; Farmer, J. Doyne; Schmon, … - In: Journal of economic dynamics & control 161 (2024), pp. 1-36
Persistent link: https://www.econbiz.de/10015050047