pyecon’s documentation

pyecon is a work-in-progress package solving and estimating dynamic heterogeneous agents models. This package implements solution concepts developed and used in several projects with dynamic asset choices with frictions. In addition, the pyfan repository and the associated package contain python support modules for dealing with data-structures and facilitating various research related-tasks.

Solution and Estimation

There are five types of solution programs:

  1. Static optimal choice
  2. Dynamic optimal choice (and value function)
  3. Endogenous distributions
  4. Integration over exogenous types
  5. Equilibrium market clearing

There are several types of estimation associated Programs:

  1. Simulate given many parameters
  2. Estimate and approximate objective function
  3. Polynomial based concurrent minimization

Core and Support

Programs for Different Research Papers

Indices and tables