Efficient sampling and metamodeling for computation economic models
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Other versions of this item:
- Isabelle Salle & Murat Yıldızoğlu, 2014. "Efficient Sampling and Meta-Modeling for Computational Economic Models," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 507-536, December.
- Isabelle Salle & Murat Yildizoglu, 2014. "Efficient Sampling and Metamodeling for Computational Economic Models," Post-Print hal-01135640, HAL.
- Murat YILDIZOGLU & Isabelle SALLE, 2012. "Efficient Sampling and Metamodeling for Computational Economic Models," Cahiers du GREThA (2007-2019) 2012-18, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
References listed on IDEAS
- Yıldızoğlu, Murat & Sénégas, Marc-Alexandre & Salle, Isabelle & Zumpe, Martin, 2014.
"Learning The Optimal Buffer-Stock Consumption Rule Of Carroll,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(4), pages 727-752, June.
- Murat Yildizoglu & Marc-Alexandre Sénégas & Isabelle Salle & Martin Zumpe, 2011. "Learning the optimal buffer-stock consumption rule of Carroll," Working Papers halshs-00573689, HAL.
- Murat Yildizoglu & Marc Alexandre Senegas & I. Salle & Martin Zumpe, 2014. "Learning the optimal buffer-stock consumption rule of Carroll," Post-Print hal-03026536, HAL.
- Murat YILDIZOGLU & Marc-Alexandre SENEGAS & Isabelle SALLE & Martin ZUMPE, 2011. "Learning the optimal buffer-stock consumption rule of Carroll," Cahiers du GREThA (2007-2019) 2011-11, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Murat Yildizoglu & Marc-Alexandre Sénégas & Isabelle Salle & Martin Zumpe, 2011. "Learning the optimal buffer-stock consumption rule of Caroll," Post-Print hal-00646314, HAL.
- Murat Yildizoglu & Marc-Alexandre Sénégas & Isabelle Salle & Martin Zumpe, 2011. "Learning the optimal buffer-stock consumption rule of Carroll," Post-Print hal-00645763, HAL.
- Tesfatsion, Leigh & Judd, Kenneth L., 2006. "Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics," Staff General Research Papers Archive 10368, Iowa State University, Department of Economics.
- Mebane Jr., Walter R. & Sekhon, Jasjeet S., 2011. "Genetic Optimization Using Derivatives: The rgenoud Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 42(i11).
- Leigh Tesfatsion & Kenneth L. Judd (ed.), 2006. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 2, number 2.
- Nelson, Richard R & Winter, Sidney G, 1982. "The Schumpeterian Tradeoff Revisited," American Economic Review, American Economic Association, vol. 72(1), pages 114-132, March.
- Edward Herbst & Frank Schorfheide, 2014.
"Sequential Monte Carlo Sampling For Dsge Models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1073-1098, November.
- Edward P. Herbst & Frank Schorfheide, 2012. "Sequential Monte Carlo sampling for DSGE models," Working Papers 12-27, Federal Reserve Bank of Philadelphia.
- Edward P. Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo Sampling for DSGE Models," NBER Working Papers 19152, National Bureau of Economic Research, Inc.
- Edward P. Herbst & Frank Schorfheide, 2013. "Sequential Monte Carlo sampling for DSGE models," Finance and Economics Discussion Series 2013-43, Board of Governors of the Federal Reserve System (U.S.).
- Oeffner, Marc, 2008. "Agent–Based Keynesian Macroeconomics - An Evolutionary Model Embedded in an Agent–Based Computer Simulation," MPRA Paper 18199, University Library of Munich, Germany, revised Oct 2009.
- Richard R. Nelson & Sidney G. Winter, 1978. "Forces Generating and Limiting Concentration under Schumpeterian Competition," Bell Journal of Economics, The RAND Corporation, vol. 9(2), pages 524-548, Autumn.
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JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General
- C90 - Mathematical and Quantitative Methods - - Design of Experiments - - - General
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