Microconsistency in Simple Empirical Agent-Based Financial Models
Sign Up to like & getrecommendations! Published in 2019 at "Computational Economics"
DOI: 10.1007/s10614-019-09917-8
Abstract: Models with small numbers of agents have recently been simplified for direct empirical estimation. Parameters are estimated at the macro level to get a best fit to the data. However, little analysis is done at… read more here.
Keywords: microconsistency simple; forecasting rules; agent; simple empirical ... See more keywords