J-Kahn / PyELikeLinks
Generalized empirical likelihood and generalized method of moments estimators for Python
☆11Updated 7 years ago
Alternatives and similar repositories for PyELike
Users that are interested in PyELike are comparing it to the libraries listed below
Sorting:
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆12Updated 3 years ago
- Paul Söderlind's finance/econ codes☆17Updated 10 months ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Python code for Robust Identification of Investor Beliefs☆14Updated 4 years ago
- Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)☆15Updated 3 years ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Updated 4 years ago
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆19Updated 11 months ago
- DCC BEKK Factor Copula MSV☆14Updated 7 years ago
- Empirical Finance Course (PhD, Julia code)☆37Updated 9 months ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Updated 3 years ago
- Analysis of the household consumption response to the Covid-19 crisis and the CAREs Act response☆20Updated 2 months ago
- ☆16Updated 3 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 5 years ago
- Notes on solving and estimating economic model with heterogeneous agents using R and C++☆16Updated 11 years ago
- This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment de…☆14Updated 7 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆14Updated 7 years ago
- Measuring the Market Risk Premium☆18Updated 3 years ago
- Dynare Summer School 2018 material☆15Updated 7 years ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- Workshop on scientific computing for economists with Python and Julia☆18Updated 9 years ago
- ☆19Updated 6 years ago
- Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017☆23Updated 3 years ago
- ☆23Updated 3 years ago
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 9 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆10Updated 4 years ago
- A solver for Linear Rational Expectation Models☆11Updated last year
- Barcelona GSE Macroeconometrics Summer School 2018 course☆20Updated 7 years ago