英文标题：
《On the parameter identifiability problem in Agent Based economical
models》
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作者：
Di Molfetta Giuseppe
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最新提交年份：
2016
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英文摘要：
Identifiability of parameters is a fundamental prerequisite for model identification. It concerns uniqueness of the model parameters determined from experimental or simulated observations. This dissertation specifically deals with structural or a priori identifiability: whether or not parameters can be identified from a given model structure and experimental measurements. We briefly present the identifiability problem in linear and non linear dynamical model. We compare DSGE and Agent Based model (ABM) in terms of identifiability of the structural parameters and we finally discuss limits and perspective of numerical protocols to test global identifiability in case of ergodic and markovian economical systems.
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中文摘要：
参数的可辨识性是模型辨识的基本前提。它涉及由实验或模拟观测确定的模型参数的唯一性。本论文专门研究结构或先验可识别性：是否可以从给定的模型结构和实验测量中识别参数。我们简要介绍了线性和非线性动力学模型的可辨识性问题。我们在结构参数可辨识性方面比较了DSGE和基于Agent的模型（ABM），最后讨论了在遍历和马尔可夫经济系统中测试全局可辨识性的数值协议的局限性和前景。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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