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Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model
16 references·2 citing·54 second hopsampled
Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model (2016)Network Calibration and Metamodeling of a…Estimation of ergodic agent-based models by simulated minimum distance (2014)Estimation of ergodic agent-b…Leveraged network-based financial accelerator (2013)Leveraged network-based finan…Efficient Sampling and Meta-Modeling for Computational Economic Models (2013)Efficient Sampling and Meta-M…Global sensitivity measures from given data (2012)Global sensitivity measures f…DiceKriging , DiceOptim : Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization (2012)DiceKriging , DiceOptim : Two…Agent-based economic models and econometrics (2012)Agent-based economic models a…Empirical approaches to the problem of aggregation over individuals (2011)Empirical approaches to the p…Back to square one: Identification issues in DSGE models (2009)Back to square one: Identific…Risk and liquidity in a system context (2008)Risk and liquidity in a syste…Heterogeneous expectations, exchange rate dynamics and predictability (2007)Heterogeneous expectations, e…Efficient Nearly Orthogonal and Space-Filling Latin Hypercubes (2007)Efficient Nearly Orthogonal a…A Taxonomy of Inference in Simulation Models (2007)A Taxonomy of Inference in Si…Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Estimation of Agent-Based Mod…Sensitivity Anaysis as an Ingredient of Modeling (2000)Sensitivity Anaysis as an Ing…Financial Market Imperfections and Business Cycles (1993)Financial Market Imperfection…Whom or What Does the Representative Individual Represent? 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References

  • 1992Whom or What Does the Representative Individual Represent?1,596 cited
  • 1993Financial Market Imperfections and Business Cycles857 cited
  • 2000Sensitivity Anaysis as an Ingredient of Modeling607 cited
  • 2012DiceKriging , DiceOptim : Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization594 cited
  • 2009Back to square one: Identification issues in DSGE models570 cited
  • 2012Global sensitivity measures from given data430 cited
  • 2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model350 cited
  • 2007Efficient Nearly Orthogonal and Space-Filling Latin Hypercubes326 cited
  • 2011Empirical approaches to the problem of aggregation over individuals310 cited
  • 2012Agent-based economic models and econometrics222 cited
  • 2008Risk and liquidity in a system context167 cited
  • 2013Leveraged network-based financial accelerator138 cited
  • 2014Estimation of ergodic agent-based models by simulated minimum distance128 cited
  • 2007Heterogeneous expectations, exchange rate dynamics and predictability106 cited
  • 2013Efficient Sampling and Meta-Modeling for Computational Economic Models91 cited

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  • 2007A Taxonomy of Inference in Simulation Models57 cited
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    • 2019Validation of Agent-Based Models in Economics and Finance345 cited
    • 2017On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis51 cited