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schrimpf / GMMInference.jl

Methods for inferences for GMM models.
MIT License
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GMM in Julia ecosystem #10

Open azev77 opened 4 years ago

azev77 commented 4 years ago

Hi and thank you for this awesome package! I wanted to let you know about the different GMM resources I've found in Julia:

  1. Creel: https://github.com/mcreel/Econometrics/tree/master/src/GMM
  2. Soderlind: https://github.com/PaulSoderlind/EmpiricalFinancePhD/blob/master/GMM.ipynb
  3. Dahlquist: https://github.com/MagnusDahlquist/PhD403
  4. Lyon: https://github.com/sglyon/GMM.jl
  5. Hedtrich: https://github.com/chrished/NonlinearGMM.jl
  6. Ragusa: https://github.com/gragusa/MomentBasedEstimators.jl
  7. (SMM) Oswald: https://github.com/floswald/SMM.jl

It would be awesome for the Julia ecosystem if there was a way to combine some of these efforts & make a Julia version of GMM.R.

schrimpf commented 4 years ago

Thanks for the issue. This is a good idea.

I am interested in collaborating, but I can't organize or lead the effort right now. I'll keep it in mind for the future, and I'll try to contribute to anything that someone else starts.