Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/174573 
Erscheinungsjahr: 
2017
Schriftenreihe/Nr.: 
LEM Working Paper Series No. 2017/23
Verlag: 
Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM), Pisa
Zusammenfassung: 
Since the influential survey by Windrum et al. (2007), research on empirical validation of agent-based models in economics has made substantial advances, thanks to a constant flow of high-quality contributions. This Chapter attempts to take stock of such recent literature to offer an updated critical review of existing validation techniques. We sketch a simple theoretical framework that conceptualizes existing validation approaches, which we discuss along three different dimensions: (i) comparison between artificial and real-world data; (ii) calibration and estimation of model parameters; and (iii) parameter space exploration.
Schlagwörter: 
agent based models
validation
calibration
sensitivity analysis
parameter space exploration
JEL: 
C15
C52
C63
Dokumentart: 
Working Paper

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