John Stachurski
John Stachurski
The pessimistic matrix [here](https://python.quantecon.org/harrison_kreps.html#Optimism-and-Pessimism) does not agree with the one used in the exercises.
For example, we want the figure showing Gini coefficient vs mu_r in `weath_dynamics.rst` to be unchanging. This is quite subtle due to use of Numba and parallelization (which tends to...
Endogenous flows need to be brought up to date with changes in QuantEcon/lecture-source-py#793.
For greater consistency with other lectures: In https://python.quantecon.org/cass_koopmans.html, shift state and control variables to lower case. * e.g., $K_t$ should be $k_t$. For vectors, use bold rather than arrows above...
The lecture `linear_models.rst` needs to be updated to current style and to reflect existence of new AR1 lecture added in QuantEcon/lecture-source-py#815
This is already accomplished on the Python side in https://github.com/QuantEcon/QuantEcon.py/pull/658 An ongoing discussion for the Julia side is here: - https://discourse.quantecon.org/t/estimate-markovchain-from-data-using-ml/239 - https://discourse.quantecon.org/t/estimating-markov-chain-probabilities-in-julia-using-proportions/981 @msilva913 proposes ```julia function estimate_markov(X::Vector, nstates::Int64) P...
Some outdated info about models on this page: http://quantecon.github.io/QuantEcon.jl/ Also, the link "exercises solutions" is broken.
I don't think there are any packages in Julia that implement nice versions of the standard filters used in econ, like the HP filter. See, e.g., time series filters here:...
@danielcsaba @spencerlyon2 I'm getting poor performance here in exactly the kind of scenario where I would like to use RVlib: https://gist.github.com/anonymous/c3387ab7408609a49472c3020517bbd6 Any ideas on what's happening?
The content needs to be expanded and the structure could be improved. For example, `if/else` comes under the heading **Functions**. I suggest we start with a headings like these: Operators...