Small sample bias in MSM estimation of agent-based models.

Small sample bias in MSM estimation of agent-based models.


Type: book

Grazzini J., Richiardi M., Sella L. (2012). Small sample bias in MSM estimation of agent-based models. In: Teglio A., Alfarano S., Camacho-Cuena E., Ginés-Vilar M. (eds). Managing Market Complexity. The Approach of Artificial Economics. Springer, Lecture Notes in Economics and Mathematical Systems, vol. 662, Berlin.


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