Automated and distributed statistical analysis of economic agent-based models
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Publication:2097979
DOI10.1016/j.jedc.2022.104458OpenAlexW4301182834MaRDI QIDQ2097979
Andrea Vandin, Daniele Giachini, Francesca Chiaromonte, Francesco Lamperti
Publication date: 17 November 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.05405
ABMsteady-state analysistransient analysisstatistical model checkingprediction marketsergodicity analysismacro ABMstatistical tests and powerwarmup estimation
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