Econometric analysis of microscopic simulation models
DOI10.1080/14697680903460176zbMATH Open1201.91231OpenAlexW3083544749MaRDI QIDQ3064019FDOQ3064019
Authors: Youwei Li, Bas Donkers, Bertrand Melenberg 
Publication date: 20 December 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://repec.org/sce2004/up.24328.1077884185.pdf
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Cites Work
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Cited In (12)
- On simulation and optimization of macroeconometric models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
- Microeconometric models and anonymized micro data
- Microsimulation modelling of the corporate firm. Exploring micro-macro economic relations
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- Power-law behaviour, heterogeneity, and trend chasing
- Microscopic traffic models, accidents, and insurance losses
- Reproducible econometric simulations
- Microsimulation of Business Performance
- Simulation-based model comparison methodology with application to road accident models
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