Full‐information estimation of heterogeneous agent models using macro and micro data
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DOI: 10.3982/QE1810
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- Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024. "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS) 1499, University of Warwick, Department of Economics.
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