Full-information estimation of heterogeneous agent models using macro and micro data

Keyphrases

• Microdata 100%
• Heterogeneous Agent Model 100%
• Macro Data 100%
• Full Information Estimation 100%
• Full Information 66%
• Inference Methods 33%
• Likelihood Function 33%
• Markov Chain Monte Carlo Algorithm 33%
• Bayesian Inference 33%
• Time Series Data 33%
• Parallel Computing 33%
• Numerical Illustrations 33%
• Unbiased Estimate 33%
• Heterogeneous Firms 33%
• Aggregate State 33%
• Model Combining 33%
• Likelihood Estimates 33%
• Cross-sectional Distribution 33%
• Aggregate Time Series 33%
• Information Methods 33%
• Information Inference 33%
• Micro Parts 33%
• Heterogeneous Households 33%
• Repeated Cross-sections 33%

Mathematics

• Inference Method 100%
• Monte Carlo Algorithm 100%
• Likelihood Function 100%
• Markov Chain Monte Carlo 100%
• Cross Section 100%
• Time Series Data 100%
• Bayesian Inference 100%
• State Variable 100%

Economics, Econometrics and Finance

• Bayesian 100%
• Time Series 100%
• Markov Chain Monte Carlo 100%