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Small sample bias in MSM estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Sella, Lisa - In: Managing market complexity : the approach of artificial …, (pp. 237-247). 2012
Persistent link: https://www.econbiz.de/10009579909
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10013441014
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A global optimization heuristic for estimating agent based models
Gilli, Manfred; Winker, Peter - 2002
Persistent link: https://www.econbiz.de/10013441031
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Using matching, instrumental variables and control functions to estimate economic choice models
Heckman, James J.; Navarro, Salvador - 2003 - Final draft January, 2003
of selection) in matching, instrumental variable and control functions methods. (2) It contrasts the roles of exclusion … restrictions in matching and selection models. (3) It characterizes the sensivity of matching to the choice of conditioning …. (4) It demonstrates the problem of choosing the conditioning variables in matching and the failure of conventional model …
Persistent link: https://www.econbiz.de/10011572173
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Estimating the use of higher-order theory of mind using computational agents
Weerd, Harmen de; Diepgrond, Denny; Verbrugge, Rineke - In: The B.E. journal of theoretical economics 18 (2018) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011897675
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The econometric analysis of microscopic simulation models
Li, Youwei (contributor); Donkers, Bas (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385008
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Bayesian estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Tsionas, Efthymios G. - 2015
Persistent link: https://www.econbiz.de/10011415798
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Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2015
This paper examines the ordinary least squares (OLS) estimator of the structural parameters in a class of stylised macroeconomic models in which agents are boundedly rational and use an adaptive learning rule to form expectations of the endogenous variable. The popularity of this type of model...
Persistent link: https://www.econbiz.de/10011333062
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Indirect estimation of agent-based models : an application to a simple diffusion model
Grazzini, Jakob; Richiardi, Matteo; Sella, Lisa - In: Complexity economics (2013) 2, pp. 25-40
Persistent link: https://www.econbiz.de/10010358062