fediskhakov / MPECvsNFXPLinks
The code for the paper "Constrained Optimization Approaches To Estimation Of Structural Models: Comment" by Iskhakov, Lee, Rust, Schjerning and Seo. Econometrica, 2015.
☆17Updated 10 years ago
Alternatives and similar repositories for MPECvsNFXP
Users that are interested in MPECvsNFXP are comparing it to the libraries listed below
Sorting:
- Matlab package for learning to specify, compute, and estimate dynamic discrete choice models☆49Updated last year
- ☆12Updated 3 years ago
- Julia code for "Dynamic Discrete Choice Models: Methods, Matlab Code and Exercises" by Abbring and Klein (2020)☆23Updated 3 years ago
- ☆19Updated 5 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 3 months ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆37Updated 5 years ago
- Recreation of the "Optimal Replacement of GMC Bus Engines" paper by J. Rust, describing a single-agent dynamic optimization model.☆46Updated 8 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆39Updated 5 years ago
- ☆43Updated 4 years ago
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆94Updated this week
- Customized LaTeX tables in R☆30Updated 2 years ago
- LaTeX author support files for the Econometric Society journal Econmetrica.☆24Updated 7 months ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆30Updated 7 years ago
- Reiter Julia code☆18Updated 8 years ago
- R package to easily build panel data sets from the PSID☆57Updated 11 months ago
- ☆35Updated 10 months ago
- ☆24Updated 8 years ago
- 'math+econ+code' masterclass on equilibrium transport and matching models in economics☆35Updated 2 years ago
- ☆103Updated 5 years ago
- ☆32Updated 2 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- ☆15Updated 8 months ago
- This code solves the Krusell-Smith model in two ways: Perturbation and MIT shock. More details on the model and the solution approach can…☆43Updated 4 years ago
- Training material to help solve Heterogeneous agent New Keynesian (HANK) models in Julia using the Sequence Space Jacobian method (Aucler…☆19Updated last year
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆35Updated 2 years ago
- Class Materials for Econ 281☆13Updated last year
- Quickly assemble data from the Panel Study of Income Dynamics (PSID)☆27Updated 6 months ago
- Local projection methods for impulse response estimation☆25Updated last year
- Resources associated with econ course 34430☆16Updated 7 years ago