A Regression-Based Calibration Method for Agent-Based Models

A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

Daniel McFadden · Econometrica · 1989 · 1.7K citations

Business, Biostatistics, Decision Theory +16

Indirect inference

Christian Gouriéroux, Alain Monfort, Éric Renault · Journal of Applied Econometrics · 1993 · 1.1K citations

Social Sciences, Economics, Finance +14

Efficient Nearly Orthogonal and Space-Filling Latin Hypercubes

Thomas M. Cioppa, Thomas W. Lucas · Technometrics · 2007 · 331 citations

Architecture, Computer Science, Computational Geometry +9

A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems

Giorgio Fagiolo, Alessio Moneta, Paul Windrum · Computational Economics · 2007 · 273 citations · Full text

Social Sciences, Business Economics, Economics +13

A global optimization heuristic for estimating agent based models

Manfred Gilli, Peter Winker · Computational Statistics & Data Analysis · 2003 · 233 citations

Computing, Computer Science, Algorithms +10