Estimation of heterogeneous agent models: A likelihood approach
Year of publication: |
2020
|
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Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Heterogeneous agent models | Continuous-time | Fokker-Planck equations | Kullback-Leibler divergence | Maximum likelihood |
Series: | Deutsche Bundesbank Discussion Paper ; 42/2020 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-748-8 |
Other identifiers: | 1726598764 [GVK] hdl:10419/222661 [Handle] RePEc:zbw:bubdps:422020 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C63 - Computational Techniques ; E21 - Consumption; Saving ; E24 - Employment; Unemployment; Wages |
Source: |
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
-
Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach
Parra-Alvarez, Juan Carlos, (2017)
-
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2017)
- More ...
-
Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach
Parra-Alvarez, Juan Carlos, (2017)
-
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2017)
-
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2017)
- More ...