Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
From MaRDI portal
Publication:2291789
DOI10.1016/j.jedc.2019.103795OpenAlexW2984825878WikidataQ126815841 ScholiaQ126815841MaRDI QIDQ2291789
Publication date: 31 January 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://www.kent.ac.uk/economics/repec/1908.pdf
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- The Model Confidence Set
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- Estimation of a structural stochastic volatility model of asset pricing
- Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
- Income distribution, credit and fiscal policies in an agent-based Keynesian model
- A global optimization heuristic for estimating agent based models
- Estimation of agent-based models: The case of an asymmetric herding model
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Estimation of ergodic agent-based models by simulated minimum distance
- Fiscal and monetary policies in complex evolving economies
- Bayesian estimation of agent-based models
- A method for agent-based models validation
- Agent based-stock flow consistent macroeconomics: towards a benchmark model
- Estimation of financial agent-based models with simulated maximum likelihood
- Direct comparison of agent-based models of herding in financial markets
- Agent-based model calibration using machine learning surrogates
- Estimation of agent-based models using sequential Monte Carlo methods
- Estimating the errors on measured entropy and mutual information
- EURACE: A massively parallel agent-based model of the European economy
- Handbook of Data Compression
- Universal coding, information, prediction, and estimation
- Complexity of strings in the class of Markov sources
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Model Selection and Multimodel Inference
- The context-tree weighting method: basic properties
- On Information and Sufficiency
- A new look at the statistical model identification
This page was built for publication: Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
