IDEAS home Printed from https://ideas.repec.org/a/bla/ecorec/v86y2010i272p137-140.html
   My bibliography  Save this article

Simulation and Inference for Stochastic Differential Equations: With R Examples

Author

Listed:
  • Suren Basov

Abstract

No abstract is available for this item.

Suggested Citation

  • Suren Basov, 2010. "Simulation and Inference for Stochastic Differential Equations: With R Examples," The Economic Record, The Economic Society of Australia, vol. 86(272), pages 137-140, March.
    • Handle: RePEc:bla:ecorec:v:86:y:2010:i:272:p:137-140
    DOI: 10.1111/j.1475-4932.2010.00629.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1475-4932.2010.00629.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1475-4932.2010.00629.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Suren Basov, 2005. "Bounded rationality: static versus dynamic approaches," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 871-885, June.
    2. Fudenberg, D. & Harris, C., 1992. "Evolutionary dynamics with aggregate shocks," Journal of Economic Theory, Elsevier, vol. 57(2), pages 420-441, August.
    3. Basov Suren, 2003. "Incentives for Boundedly Rational Agents," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-16, June.
    4. Simon P. Anderson & Jacob K. Goeree & Charles A. Holt, 2004. "Noisy Directional Learning and the Logit Equilibrium," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(3), pages 581-602, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Suren Basov & Svetlana Danilkina & David Prentice, 2020. "When Does Variety Increase with Quality?," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(3), pages 463-487, May.
    2. Suren Basov, 2013. "Emotional Temperature, Probabilistic Choice and the Optimal Power of Incentives," The Economic Record, The Economic Society of Australia, vol. 89, pages 84-94, June.
    3. Siegfried Berninghaus & Hans Haller & Alexander Outkin, 2006. "Neural networks and contagion," Revue d'économie industrielle, De Boeck Université, vol. 0(2), pages 11-11.
    4. Zhang, Boyu & Hofbauer, Josef, 2016. "Quantal response methods for equilibrium selection in 2×2 coordination games," Games and Economic Behavior, Elsevier, vol. 97(C), pages 19-31.
    5. Basov, S., 2001. "An Evolutionary Model of Reciprocity," Department of Economics - Working Papers Series 812, The University of Melbourne.
    6. Daniele Cassese & Paolo Pin, 2018. "Decentralized Pure Exchange Processes on Networks," Papers 1803.08836, arXiv.org, revised Mar 2022.
    7. Jehiel, Philippe, 1998. "Learning to Play Limited Forecast Equilibria," Games and Economic Behavior, Elsevier, vol. 22(2), pages 274-298, February.
    8. Desirée Desierto, 2012. "Imitation Dynamics with Spatial Poisson-Distributed Review and Mutation Rates," UP School of Economics Discussion Papers 201204, University of the Philippines School of Economics.
    9. Lawrence E. Blume, 1995. "Evolutionary Equilibrium with Forward-Looking Players," Game Theory and Information 9509001, University Library of Munich, Germany.
    10. Han, The Anh & Traulsen, Arne & Gokhale, Chaitanya S., 2012. "On equilibrium properties of evolutionary multi-player games with random payoff matrices," Theoretical Population Biology, Elsevier, vol. 81(4), pages 264-272.
    11. Xuanming Su, 2008. "Bounded Rationality in Newsvendor Models," Manufacturing & Service Operations Management, INFORMS, vol. 10(4), pages 566-589, May.
    12. Jean-François Laslier & Bernard Walliser, 2015. "Stubborn learning," Theory and Decision, Springer, vol. 79(1), pages 51-93, July.
    13. Demichelis, Stefano & Ritzberger, Klaus, 2003. "From evolutionary to strategic stability," Journal of Economic Theory, Elsevier, vol. 113(1), pages 51-75, November.
    14. Abhijit Banerjee & Jörgen W. Weibull & Ken Binmore, 1996. "Evolution and Rationality: Some Recent Game-Theoretic Results," International Economic Association Series, in: Beth Allen (ed.), Economics in a Changing World, chapter 4, pages 90-117, Palgrave Macmillan.
    15. Campbell, Michael J., 2022. "Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    16. Manh Hong Duong & Hoang Minh Tran & The Anh Han, 2019. "On the Expected Number of Internal Equilibria in Random Evolutionary Games with Correlated Payoff Matrix," Dynamic Games and Applications, Springer, vol. 9(2), pages 458-485, June.
    17. Fernando Vega Redondo, 1997. "Unfolding social hierarchies in large population games," Working Papers. Serie AD 1997-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    18. Suren Basov, 2005. "Bounded rationality: static versus dynamic approaches," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(4), pages 871-885, June.
    19. Larson, Nathan, 2004. "Match choice and Ghettoization in evolutionary games," Journal of Economic Theory, Elsevier, vol. 117(1), pages 1-28, July.
    20. Masahiko Aoki, 2013. "The Evolution of Organizational Conventions and Gains from Diversity," Chapters, in: Comparative Institutional Analysis, chapter 6, pages 59-71, Edward Elgar Publishing.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:ecorec:v:86:y:2010:i:272:p:137-140. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/esausea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.