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Efficient Sampling and Meta-Modeling for Computational Economic Models
15 references·16 citing·40 second hop
Efficient Sampling and Meta-Modeling for Computational Economic Models (2013)Efficient Sampling and Meta-Modeling for …The Schumpeterian Tradeoff Revisited (2016)The Schumpeterian Tradeoff Re…DiceKriging , DiceOptim : Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization (2012)DiceKriging , DiceOptim : Two…Introduction to design of experiments with JMP examples (2007)Introduction to design of exp…macroeconomic dynamics (2005)macroeconomic dynamicsKriging Interpolation in Simulation: A Survey (2005)Kriging Interpolation in Simu…Identification and Review of Sensitivity Analysis Methods (2002)Identification and Review of …Uniform Design: Theory and Application (2000)Uniform Design: Theory and Ap…A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output (1999)A Quantitative Model-Independ…Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments (1998)Orthogonal Column Latin Hyper…Screening, Predicting, and Computer Experiments (1992)Screening, Predicting, and Co…Design and Analysis of Computer Experiments (1989)Design and Analysis of Comput…Empirical Model Building and Response Surfaces (1988)Empirical Model Building and …An Investigation of Uncertainty and Sensitivity Analysis Techniques for Computer Models (1988)An Investigation of Uncertain…Forces Generating and Limiting Concentration under Schumpeterian Competition (1978)Forces Generating and Limitin…Design of Experiments (1936)Design of ExperimentsAgent-based Macroeconomics (2025)Agent-based MacroeconomicsComputational Experiments for Complex Social Systems: Experiment Design and Generative Explanation (2024)Computational Experiments for…The Foundations of Complex Evolving Economies (2023)The Foundations of Complex Ev…Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy (2022)Dual labor market, financial …Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework (2020)Minsky from the bottom up – F…Technological unemployment and income inequality: a stock-flow consistent agent-based approach (2019)Technological unemployment an…What If Supply-Side Policies are Not Enough? 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this work references cited by second hop

References

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  • 1988Empirical Model Building and Response Surfaces5,235 cited
  • 1936Design of Experiments4,949 cited
  • 1999A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output2,274 cited
  • 2002Identification and Review of Sensitivity Analysis Methods1,035 cited
  • 2000Uniform Design: Theory and Application954 cited
  • 2016The Schumpeterian Tradeoff Revisited674 cited
  • 1992Screening, Predicting, and Computer Experiments633 cited
  • 1988An Investigation of Uncertainty and Sensitivity Analysis Techniques for Computer Models609 cited
  • 2012DiceKriging , DiceOptim : Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization594 cited
  • 1998Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments461 cited
  • 1978Forces Generating and Limiting Concentration under Schumpeterian Competition237 cited
  • 2005Kriging Interpolation in Simulation: A Survey224 cited
  • 2007Introduction to design of experiments with JMP examples115 cited
  • 2005macroeconomic dynamics45 cited

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Cited by

  • 2017A method for agent-based models validation112 cited
  • 2023The Foundations of Complex Evolving Economies65 cited
  • 2018Empirical Validation of Agent-Based Models ✶ ✶We gratefully acknowledge the very detailed and careful comments by three anonymous reviewers. Very useful feedback and comments have also been provided by Robert Axtell, Herbert Dawid, Cees Diks, and Blake LeBaron.63 cited
  • 2018Exploring the behavior space of agent-based simulation models using random forest metamodels and sequential sampling43 cited
  • 2017An Empirical Validation Protocol for Large-Scale Agent-Based Models43 cited
  • 2024Computational Experiments for Complex Social Systems: Experiment Design and Generative Explanation36 cited
  • 2019Technological unemployment and income inequality: a stock-flow consistent agent-based approach31 cited
  • 2015Application of metamodeling to the valuation of large variable annuity portfolios25 cited
  • 2018The Effects of Alternative Wage Regimes in a Monetary Union: A Multi-Country Agent Based-Stock Flow Consistent Model24 cited
  • 2017ARE HIGHER WAGES GOOD FOR BUSINESS? AN ASSESSMENT UNDER ALTERNATIVE INNOVATION AND INVESTMENT SCENARIOS22 cited
  • 2020Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework18 cited
  • 2018How transparent about its inflation target should a central bank be?15 cited
  • 2018What If Supply-Side Policies are Not Enough? The Perverse Interaction of Flexibility and Austerity15 cited
  • 2025Agent-based Macroeconomics14 cited
  • 2017Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment14 cited
  • 2022Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy13 cited