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:
- ☆13Updated 4 years ago
- Matlab package for learning to specify, compute, and estimate dynamic discrete choice models☆48Updated 2 years ago
- ☆18Updated 6 years ago
- Julia code for "Dynamic Discrete Choice Models: Methods, Matlab Code and Exercises" by Abbring and Klein (2020)☆23Updated 3 years ago
- Recreation of the "Optimal Replacement of GMC Bus Engines" paper by J. Rust, describing a single-agent dynamic optimization model.☆47Updated 8 years ago
- Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)☆38Updated 5 years ago
- Teaching materials from DSE2019 summer school at Chicago Booth☆38Updated 6 years ago
- ☆43Updated 4 years ago
- MACS 40200 (Winter 2019): Structural Estimation☆25Updated 6 years ago
- HAT: Heterogeneous Agent Trade☆24Updated 6 months ago
- R package to easily build panel data sets from the PSID☆57Updated last year
- A Matlab Toolkit for Macroeconomic Models using Value Function Iteration☆98Updated last week
- Advanced dynamic programming☆25Updated 2 years ago
- Numerical analysis code and notes for EC 702☆30Updated 8 years ago
- Class Materials for Econ 281☆14Updated last year
- 'math+econ+code' masterclass on equilibrium transport and matching models in economics☆35Updated 2 years ago
- Economic Policy Analysis with Overlapping Generations Models (Autumn 2017)☆30Updated 8 years ago
- Code for Bayesian estimation of a heterogeneous agent DSGE model (MATLAB) using the Reiter (2009) solution method.☆15Updated 8 years ago
- This repository contains a Matlab suite to construct weak-instrument robust confidence intervals for impulse response coefficients in Str…☆20Updated 5 years ago
- Reiter Julia code☆18Updated 8 years ago
- Python utilities for working with Kilts-Nielsen files☆44Updated 9 months ago
- ☆36Updated last year
- 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 5 years ago
- Stata and R functions for production function estimation☆39Updated 5 years ago
- Inference on impulse responses using local projection or VAR methods, with or without lag augmentation.☆37Updated 3 years ago
- This repository contains the code for the paper Aggregating Heterogeneous-Agent Models with Permanent Income Shocks by Karl Harmenberg.☆16Updated 4 years ago
- Customized LaTeX tables in R☆30Updated 2 years ago
- Code to reproduce aspects of "The Consumption Response to Trade Shocks: Evidence from the US-China Trade War"☆28Updated 6 years ago
- estimate BLP demand model in Matlab using state-of-the-art techniques☆58Updated 5 years ago
- A toolkit for implementing occasionally binding constraints in Dynare.☆48Updated last year