SolvingMicroDSOPs
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Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference
SolvingMicroDSOPs
Installation
See the instructions at https://econ-ark.org/materials/SolvingMicroDSOPs
Structure
- Jupyter notebook corresponding to the SolvingMicroDSOPs lecture notes
- Python Code that does the structual estimation
Replication
To reproduces all the results in the repository first clone this repository locally:
# Clone this repository
$ git clone https://github.com/econ-ark/SolvingMicroDSOPs
# Change working directory to SolvingMicroDSOPs
$ cd SolvingMicroDSOPs
Then you can either use a local virtual env(conda) or nbreproduce to reproduce to the results.
A local conda environment and execute the do_all.py file.
$ conda env create -f environment.yml
$ conda activate solvingmicrodsops
# execute the script, select the appropriate option and use it to reproduce the data and figures.
$ python do_all.py
Local conda environment to execute the notebooks
$ conda env create -f environment.yml
$ conda activate solvingmicrodsops
# open jupyter lab, browse through the notebooks and execute them.
$ jupyter lab
nbreproduce (requires Docker to be installed on the machine).
# Install nbreproduce
$ pip install nbreproduce
# Reproduce all results using nbreproduce
$ nbreproduce