The aim of this paper is to describe a method to introduce empirical data in agent based models. Starting from the econometric and calibration literature, it is_x000d_ shown how to select the values of the parameters in the model and which conditions has to be met to have consistent estimations. A crucial point lays in the analysis_x000d_ of the arti_x001c_cial data produced by model, in particular to test for ergodicity and stationarity.
