StructEst_W20
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rickecon
MACS 40200 (Winter 2020): Structural Estimation
Hi, everyone. I know it is kind of late, but I am wondering if anyone encounters a long-running time for the estimation process like me? Does everyone get a desirable...
Dear Structural Estimation students, Please respond to this issue and tell me the time slot you want on Tuesday, March 10 or Wednesday, March 11 for your 20-minute final presentation....
Hi, I'm getting negative values in SigHat and W_hat_2step in question 2(b), is that possible? Everything else seemed ok and converged, so it is kind of weird. Computed it as...
I have posted a schedule on the Projects [README.md](https://github.com/rickecon/StructEst_W20/blob/master/Projects/README.md). Please respond to this issue with the time slot you want.
I was wondering if it is possible to do MLE when the likelihood function is a vector, not a scalar, and if so, how to modify our regular crit, or...
Hi, everyone I notice that in the notebook of GMM, the error matrix suggests that every element of the matrix is a difference between the moment of each observation in...
Hi Rick, I cannot get 1c or 1d to converge. I have a feeling it has to do with my model moments. Here is how I calculate my model moments:...
Hi @rickecon, I've executed my codes for estimating SMMs in PS4, and the optimization seems to converge successfully. But, it took a bit long time to find the solution with...
I notice that there is a hint saying that the initial guess for mu in the lognormal distribution is ln(avg.inc.). I think it is trying to estimate the mean value...