Estimation of heterogeneous agent models: A likelihood approach

Mathematics

• Likelihood Approach 100%
• Maximum Likelihood Estimator 100%
• Cross Section 50%
• Kullback-Leibler Divergence 50%
• Density Function 50%
• Monte Carlo 50%
• Statistical Property 50%

Keyphrases

• Heterogeneous Agent Model 100%
• Survey of Consumer Finances 50%
• Artificial Cross 50%
• US Economy 50%

Economics, Econometrics and Finance

• Wealth 100%
• Finance 33%
• Kullback-Leibler Divergence 33%