Black-box Bayesian inference for agent-based models

DOI10.1016/j.jedc.2024.104827MaRDI QIDQ6567092

Patrick D. Cannon, Joel Dyer, J. Doyne Farmer, Sebastian M. Schmon

Publication date: 4 July 2024

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

parameter estimationneural networkstime seriesBayesian inferenceagent-based modelssimulation-based inference

Mathematics Subject Classification ID

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

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