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Tools for the estimation of (structural) econometric models.

Project description

Estimagic is a Python package that helps to build high-quality and user friendly implementations of (structural) econometric models.

It is designed with large structural models in mind. However, it is also useful for any other estimator that numerically minimizes or maximizes a criterion function (Extremum Estimator). Examples are maximum likelihood estimation, generalized method of moments, method of simulated moments and indirect inference.

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