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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/61065


    Title: Agent-Based Economic Models and Econometrics
    Authors: Chen,Shu-Heng;Chang,Chia-Ling;Du,Ye-Rong
    Contributors: 政大經濟系
    Date: 2012-06
    Issue Date: 2013-09-17 15:26:23 (UTC+8)
    Abstract: 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.
    Relation: Knowledge Engineering Review, 27(2), 187-219
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1017/S0269888912000136
    DOI: 10.1017/S0269888912000136
    Appears in Collections:[經濟學系] 期刊論文

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