Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
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More about this item
KeywordsAgents-based models; Makov chain Monte Carlo; particle filter;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2020-03-02 (Econometrics)
- NEP-HME-2020-03-02 (Heterodox Microeconomics)
- NEP-ORE-2020-03-02 (Operations Research)
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