政大學術集成


請使用永久網址來引用或連結此文件: https://ah.nccu.edu.tw/handle/140.119/61065


題名: Agent-Based Economic Models and Econometrics
作者: Chen,Shu-Heng;Chang,Chia-Ling;Du,Ye-Rong
貢獻者: 政大經濟系
日期: 2012-06
上傳時間: 2013-09-17 15:26:23 (UTC+8)
摘要: This paper reviews the development of agent-based (computational) economics (ACE) from an econometrics viewpoint. The review comprises three stages, characterizing the past, the present, and the future of this development. The first two stages can be interpreted as an attempt to build the econometric foundation of ACE, and, through that, enrich its empirical content. The second stage may then invoke a reverse reflection on the possible agent-based foundation of econometrics. While ACE modeling has been applied to different branches of economics, the one, and probably the only one, which is able to provide evidence of this three-stage development is finance or financial economics. We will, therefore, focus our review only on the literature of agent-based computational finance, or, more specifically, the agent-based modeling of financial markets.
關聯: Knowledge Engineering Review, 27(2), 187-219
資料類型: article
DOI 連結: http://dx.doi.org/10.1017/S0269888912000136
顯示於類別:[經濟學系] 期刊論文

文件中的檔案:

檔案 描述 大小格式瀏覽次數
187219.pdf728KbAdobe PDF1420檢視/開啟


在學術集成中所有的資料項目都受到原著作權保護.


社群 sharing