alanlujan91/SolvingMicroDSOPs

Christopher Carroll's Lecture Notes on Solving Microeconomic Dynamic Stochastic Optimization Problems and Indirect Inference

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

References