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optimization_algorithm

梯度下降、牛顿法、共轭梯度法、蒙特卡洛、模拟退火、粒子群、蚁群、全局最优搭配局部最优算法的matlab和python程序

optimviz

Visualize optimization algorithms in MATLAB.

optstab

Replication material for "Optimal Automatic Stabilizers"

osm_lab

Introduction to parallel programming in economics and finance

otme

Programs for Optimal Transport Methods in Economics

override_default_likelihood

Demonstrate how to override default likelihood used in Bayesian estimation in Dynare

pablo_replication

This is a tryout of GitHub at the same time as serving to do the replication of Mendoza & Yue for Pablo's methods class.

pace_matlab

panelar

R package for Estimation of Linear AR(1) Panel Data Models

paneldatamatlab

A Panel Data Toolbox for MATLAB

panelgmm

General Method of Moments estimators for panel data in R

panelview

Visualizing Panel Data with Dichotomous Treatment

paper-tips-and-tricks

Best practice and tips & tricks to write scientific papers in LaTeX, with figures generated in Python or Matlab.

parallelfastnonlinearacd

A parallel version of Loshchilov, Schoenauer and Sebag's (2012) adaptive coordinate descent algorithm for non-linear optimization

particle-filtering

particle_filter

MATLAB implementation of standard particle filter, auxiliary particle filter, mixture particle filter, and out-of-sequence particle filter for an application to terrain-referenced navigation.

particle_filter_matlab

particle_filtering

Matlab Particle Filtering and Smoothing Example Code

particles

paulsoderlindcode

Paul Söderlind's finance/econ codes

pci-china

Policy Change Index for China (PCI-China)

pdmif

pen_fpca

P-spline smoothed FPCA

perils-stab-prices

Code for the paper "On the perils of stabilizing prices when agents are learning", with Krisztina Molnar and Sergio Santoro, Journal of Monetary Economics, forthcoming.

persp-model-econ_w20

Course site for MACS 30150 (Winter 2020) - Perspectives on Computational Modeling for Economics

perturbation_codes

This code produces the results of the paper: Christian Bayer, Ralph Luetticke (2020). Solving heterogeneous agent models in discrete time with many idiosyncratic states by perturbation methods. Quantitative Economics

pete_phd_mcmcsmoother

phact

phd

A list of resources on how/why to do a PhD

phd-macro-theory-book

Tom's PhD Macro Theory Book