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A global optimization heuristic for estimating agent based models

  • Gilli, M.
  • Winker, P.

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V8V-472JRC1-22/2/4b229a97599ee9d6bced969e5a795bf0
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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 42 (2003)
Issue (Month): 3 (March)
Pages: 299-312

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Handle: RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312
Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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  1. Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  2. Tesfatsion, Leigh S., 2001. "Introduction to the Special Issue on Agent-Based Computational Economics," Staff General Research Papers 1915, Iowa State University, Department of Economics.
  3. Manfred GILLI, & Peter WINKER, 2001. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," FAME Research Paper Series rp38, International Center for Financial Asset Management and Engineering.
  4. Kirman, Alan, 1993. "Ants, Rationality, and Recruitment," The Quarterly Journal of Economics, MIT Press, vol. 108(1), pages 137-56, February.
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