Estimation of ergodic agent-based models by simulated minimum distance
By Jakob Grazzini, Matteo G. Richiardi. 2015
141 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/002333b4bc57fb702533b1ea39106465243ca3d9
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Andrea Roventini
- Giovanni Dosi
- Alex Coad
- Giorgio Fagiolo
- Francesco Lamperti
- Mauro Napoletano
- M. Virgillito
- Marcelo C. Pereira
In Management Science and Operations Research
Citations in the corpus
- More is different ... and complex! the case for agent-based macroeconomics (2019, background): “Finally, some works estimate ABMs via indirect inference (see e.g. Alfarano et al., 2005; Winker et al., 2007; Grazzini et al., 2013; Grazzini and Richiardi, 2015) or Bayesian methods (Grazzini et al., 2017).”
- The effects of Labour Market Reforms upon Unemployment and Income Inequalities: an agent based model (2018, unknown): “17 We perform stationarity and ergodicity tests (cf. Table 8 in Appendix B) for the relevant variables (as discussed in Grazzini and Richiardi, 2015 and in Guerini and Moneta, 2016) and also check them for unimodal and reasonably symmetrical distributions which allow us to use the distributions…”