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OpenSourceEconomics / ruspy

Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)
http://ruspy.readthedocs.io
MIT License
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ambiguity calibration/ smooth ambiguity model #39

Open peisenha opened 4 years ago

peisenha commented 4 years ago

We seem to implement the smooth ambiguity model as outlined in Marinacci (2015) and estimate its parameters.