Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion
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KeywordsModel comparison; Agent-based models; Validation methods;
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2019-06-17 (Computational Economics)
- NEP-ECM-2019-06-17 (Econometrics)
- NEP-HME-2019-06-17 (Heterodox Microeconomics)
- NEP-MAC-2019-06-17 (Macroeconomics)
- NEP-ORE-2019-06-17 (Operations Research)
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