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Object Oriented (Dynamic) Programming: Closing the “Structural” Estimation Coding Gap

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Publicado en:Computational Economics vol. 62, no. 3 (Oct 2023), p. 761
Autor principal: Ferrall, Christopher
Publicado:
Springer Nature B.V.
Materias:
Dynamic programming
Parameter estimation
Object oriented programming
Coding
Econometrics
Lagrange multiplier
Estimates
Open source software
Economics
Copyright
Acceso en línea:Citation/Abstract
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Resumen:This paper discusses how to design, solve and estimate dynamic programming models using the open source package niqlow. Reasons are given for why such a package has not appeared earlier and why the object-oriented approach followed by niqlow seems essential. An example is followed that starts with basic coding then expands the model and applies different solution methods to finally estimate parameters from data. The niqlow approach is used to organize the empirical DP literature differently from traditional surveys which may make it more accessible to new researchers. Features for efficiency and customization are also discussed.
ISSN:0927-7099
1572-9974
0921-2736
DOI:10.1007/s10614-022-10280-4
Fuente:ABI/INFORM Global