Identification and Estimation of Heterogeneous Agent Models: A Likelihood Approach
Year of publication: |
2017
|
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Authors: | Parra-Alvarez, Juan Carlos ; Posch, Olaf ; Wang, Mu-Chun |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | heterogeneous agent models | continuous-time | Fokker-Planck equations | identification | maximum likelihood |
Series: | CESifo Working Paper ; 6717 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1003833888 [GVK] hdl:10419/172993 [Handle] RePec:ces:ceswps:_6717 [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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Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2017)
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Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
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Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, Juan Carlos, (2020)
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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 ...