NoFixedPoint / RNN_LSTMLinks
Matlab Mex implementation
☆11Updated 9 years ago
Alternatives and similar repositories for RNN_LSTM
Users that are interested in RNN_LSTM are comparing it to the libraries listed below
Sorting:
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Updated 8 years ago
- Matlab Particle Filtering and Smoothing Example Code☆46Updated 2 years ago
- Automatic Differentiation Package for MATLAB☆49Updated last year
- Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo☆10Updated 6 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆16Updated 4 years ago
- The code for network autoregression model (NAR)☆10Updated 9 years ago
- A solver for nonlinear, dynamic, stochastic, rational expectations equilibrium models☆22Updated 3 years ago
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- Course website for Quantitative Methods for Monetary Economics☆10Updated 6 years ago
- A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods☆13Updated 3 months ago
- Codes used to estimate a Dynamic Stochastic General Equilibrium (DSGE) model using Bayesian Estimation techniques.☆12Updated 5 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Updated last year
- Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models☆54Updated 5 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 8 years ago
- ☆16Updated 4 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆15Updated 7 years ago
- Matlab code for Chebyshev interpolation, including Smolyak algorithm☆16Updated 11 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Updated 7 years ago
- The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Pa…☆24Updated last year
- Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics☆10Updated 3 years ago
- Open-source software for computing the basin stability of multi-stable dynamical systems☆13Updated 2 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 course☆21Updated 7 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆12Updated 5 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆48Updated last year
- Macroeconomic Foundations for Asset Prices, an undergrad course at NYU☆15Updated 10 years ago
- Barcelona GSE Macroeconometrics Summer School 2018 courses☆14Updated 7 years ago
- Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference☆21Updated last year
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Updated 7 years ago
- Matlab code for"Functional Approximation of Impulse Responses" with Regis Barnichon, Journal of Monetary Economics, forthcoming☆13Updated 4 years ago
- ☆14Updated 8 years ago