dynamicprogramming-structuralestimation Goto Github PK

2021-03-17-parallelization-tutorial

4quadrants

4 Quadrants of Dynamic Optimization

addaandcooper

Code to solve exercises from Adda and Cooper's "Dynamic Economics" book

alg4opt-algorithms

Algorithms from Algorithms for Optimization, Kochenderfer & Wheeler (2019)

algforopt-notebooks

Jupyter notebooks associated with the Algorithms for Optimization textbook

blpdemand.jl

cef_project

Basic value function iteration vs Value function iteration with linear interpolation (Discrete state space methods applied on a Stochastic Growth Model)

coleman-iteration

Matlab code solving a simple stochastic optimal growth model. Solved with both coleman policy iteration and value function iteration.

compecon2020

Computational Economics Course 2020 by Kenneth Judd

compeconworkshop_2017

computational-finance-course

Here you will find materials for the course of Computational Finance

computational-methods-in-macro

PhD level course on advanved macro models dealing with agent heterogeneity.

continuousdps.jl

Continuous state dynamic programming

conttimehetagentexample

Simplified code to solve the benchmark model in Achdou et al (2017) and the model with housing and a downpayment constraint

ddcmodelsexample.jl

Julia code for "Dynamic Discrete Choice Models: Methods, Matlab Code and Exercises" by Abbring and Klein (2020)

decision-making-under-uncertainty

Decision making under uncertainty using the POMDPs.jl ecosystem

dpecon

MATLAB/GNU Octave code for solving economics-related dynamic programming problems

dscourses18

ECON 5970: Data Science for Economists, University of Oklahoma (Spring 2018)

dscourses19

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2019)

dscourses20

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)

dscourses21

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2021)

dse2021

dsge-utilities

Python Programming Code for Dynamic Stochastic General Equilibrium Modeling

dsge_mod

A collection of Dynare models

duke-julia-ssri

Materials for SSRI's introduction to Julia.

dynamic-discrete-choice

Matlab package for learning to specify, compute, and estimate dynamic discrete choice models

dynamic-programming---value-function-iterations

dynamic-programming-of-the-brock-mirman-model

dynamic-stochastic-dice

Instructions and replication code for Managing Climate Change Under Uncertainty: Recursive Integrated Assessment at an Inflection Point

econometrics

Econometrics Codes: Matlab, R, Julia and Python