Full‐information estimation of heterogeneous agent models using macro and micro data

DOI10.3982/qe1810arXiv2101.04771OpenAlexW3134222909MaRDI QIDQ6088789

Laura Liu, Mikkel Plagborg-Møller

Publication date: 16 November 2023

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.04771

zbMATH Keywords

Bayesian inferenceheterogeneous agent modelsdata combination

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

Full‐information estimation of heterogeneous agent models using macro and micro data

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