3 projects
dcegm
Python package for solving and simulating finite-horizon stochastic discrete-continuous dynamic choice models using the DC-EGM algorithm from Iskhakov, Jørgensen, Rust, and Schjerning (QE, 2017).
upper-envelope
Upper envelope scan for dynamic discrete-continuous life cycle models.
kernreg
Tool for non-parametric curve fitting using local polynomials.