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ijyliu / ECMA-31330-Project

Econometrics and Machine Learning Group Project
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Combine code for estimators to use for both simulations and empirical application #50

Closed ijyliu closed 3 years ago

ijyliu commented 3 years ago

We should really try to just have one copy of the code/a single function that does the PCR and any other estimators we consider, so that we are all on the same page as to exactly what procedure we are using.

There are currently some functions in ME_Setup.py but these will need to be updated.

ijyliu commented 3 years ago

We probably don't need to do this anymore, especially since we are transforming things only in the simulation section.