Bayesian estimation of agent-based models

DOI10.1016/j.jedc.2017.01.014zbMath1401.91459OpenAlexW2603590941MaRDI QIDQ1655642

Jakob Grazzini, Matteo Richiardi, Mike G. Tsionas

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/84557/1/1_s2.0_S0165188917300222_main.pdf

zbMATH Keywords

likelihoodestimationBayesapproximate Bayesian computationagent-based

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Heterogeneous agent models (91B69)

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Uses Software

• EnKF

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