Automated and distributed statistical analysis of economic agent-based models
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Publication:2097979
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- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- A factor model approach to multiple testing under dependence
- A method for agent-based models validation
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- Computer Aided Verification
- Computer Aided Verification
- Direct comparison of agent-based models of herding in financial markets
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
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- Endogenous growth and global divergence in a multi-country agent-based model
- Estimation of ergodic agent-based models by simulated minimum distance
- Far from the madding crowd: collective wisdom in prediction markets
- Fiscal and monetary policies in complex evolving economies
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- Large-scale multiple testing under dependence
- On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
- Probability, Random Processes, and Ergodic Properties
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- Some results on false discovery rate in stepwise multiple testing procedures.
- Statistical model checking
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation
- The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
- The control of the false discovery rate in multiple testing under dependency.
- To batch or not to batch?
- Wealth and price distribution by diffusive approximation in a repeated prediction market
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
Cited in
(6)- Towards an agent-based model for the analysis of macroeconomic signals
- Estimation of ergodic agent-based models by simulated minimum distance
- Equation-free analysis of agent-based models and systematic parameter determination
- AUTOMATED DISCOVERY IN ECONOMETRICS
- A method for agent-based models validation
- Estimation of heuristic switching in behavioral macroeconomic models
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