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Statistical Inference in Micro Simulation Models: Incorporating external information

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Author Info
Klevmarken, N. Anders () (Department of Economics)

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Abstract

In practical applications of micro simulation models very little is usually known about the properties of the simulated values. This paper argues that we need to apply the same rigorous standards for inference in micro simulation work as in scientific work generally. If not, then micro simulation models will loose in credibility. The paper first discusses how the structure of the model will determine inference and then follow sections on estimation and validation. Differences between inference in static and dynamic models are noted and then the paper focuses on the estimation of behavioral parameters. There are three themes: calibration viewed as estimation subject to external constraints, piece meal vs. system-wide estimation, and simulation based estimation.

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Publisher Info
Paper provided by Uppsala University, Department of Economics in its series Working Paper Series with number 1998:20.

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Length: 25 pages
Date of creation: 01 Oct 1998
Date of revision:
Publication status: Published in Mathematics and Computers in Simulation, 2002, pages 255-265.
Handle: RePEc:hhs:uunewp:1998_020

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Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden
Phone: + 46 18 471 25 00
Fax: + 46 18 471 14 78
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Web page: http://www.nek.uu.se/
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Related research
Keywords: Micro simulation; Alignment; Calibration; System-wide estimation; Simulation-based estimation;

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Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing

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Cited by:
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  1. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer, vol. 30(3), pages 245-264, October. [Downloadable!] (restricted)
    Other versions:
  2. Zamac, Jovan & Hallberg, Daniel & Lindh, Thomas, 2008. "Low fertility and long run growth in an economy with a large public sector," CAFO Working Papers 2009:5, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
    Other versions:
  3. John Creedy, 2003. "Survey Reweighting for Tax Microsimulation Modelling," Treasury Working Paper Series 03/17, New Zealand Treasury. [Downloadable!]
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