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Implement `csminwel` solver for maximum likelihood estimation

Open jessegrabowski opened this issue 2 years ago • 0 comments

The gEcon package uses the csminwel solver (http://sims.princeton.edu/yftp/optimize/) to do maximum likelihood estimation. This is (evidently) more robust than ordinary BFGS, and should be ported over to Python.

jessegrabowski avatar Feb 03 '23 17:02 jessegrabowski