math-econ-code / mec_optim_2021-01

Related projects: ⓘ

• math-econ-code / mec_optim
  math+econ+code masterclass on optimization in economics: optimal transport, demand models, matching models
  ☆35Updated last year
• OpenSourceEconomics / ruspy
  Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)
  ☆22Updated last year
• FanWangEcon / CodeDynaAsset
  Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models
  ☆21Updated 4 years ago
• TraME-Project / TraME
  A toolbox for solving problems of equilibrium computation and identification in discrete choice and matching problems.
  ☆20Updated 6 years ago
• math-econ-code / mec_equil
  'math+econ+code' masterclass on equilibrium transport and matching models in economics
  ☆34Updated last year
• alfredgalichon / OTME
  Programs for Optimal Transport Methods in Economics
  ☆32Updated 4 years ago
• econ-ark / REMARK
  Replications and Explorations Made using the ARK
  ☆19Updated this week
• dseconf / BergenIO2021
  ☆12Updated 2 years ago
• SparseGridsForDynamicEcon / HDMR
  Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"
  ☆17Updated 9 months ago
• J-Kahn / PyELike
  Generalized empirical likelihood and generalized method of moments estimators for Python
  ☆11Updated 6 years ago
• econ-ark / BayerLuetticke
  ☆12Updated last year
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆22Updated this week
• jstac / minnesota_2023
  Advanced dynamic programming
  ☆24Updated 10 months ago
• gboehl / pynare
  A Python inteface to Dynare with access to its workspace.
  ☆18Updated last year
• alfredgalichon / VQR
  Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)
  ☆16Updated 3 years ago
• FRBNY-TimeSeriesAnalysis / rstarGlobal
  ☆18Updated 5 years ago
• llorracc / SolvingMicroDSOPs
  Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference
  ☆19Updated 3 months ago
• StijnDreesen / MMintro
  User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …
  ☆14Updated 6 years ago
• SparseGridsForDynamicEcon / SparseGrids_in_econ_handbook
  Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)
  ☆36Updated 11 months ago
• lphansen / Beliefs
  Python code for Robust Identification of Investor Beliefs
  ☆13Updated 3 years ago
• pat-alt / deepvars
  Vector Autoregression augmented with deep learning.
  ☆14Updated 8 months ago
• NumEconCopenhagen / ConsumptionSaving
  Library for solving consumption-saving models
  ☆22Updated 7 months ago
• J-Kahn / estimating-dynamic-corporate
  Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"
  ☆20Updated 7 years ago
• DynareTeam / Dynare.jl
  ☆27Updated this week
• MassimilianoPozzi / python_julia_structural_behavioral_economics
  Python and Julia Code for Structural Behavioral Economics
  ☆42Updated 2 years ago
• OpenSourceEconomics / grmpy
  Python package for the simulation and estimation of generalized Roy model
  ☆19Updated last month
• rsarfati / THANK
  Estimation of tractable heterogeneous-agent New-Keynesian model.
  ☆16Updated 4 years ago
• jstac / edtc-code
  Code for Economic Dynamics, Theory and Computation
  ☆52Updated 3 years ago
• dseconf / DSE2022AUS
  Lecture materials for the DSE2022AUS at ANU, Canberra, Australia
  ☆18Updated last year
• dseconf / DSE2019
  Teaching materials from DSE2019 summer school at Chicago Booth
  ☆37Updated 4 years ago