OpenSourceEconomics/scipy-estimagic

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OpenSourceEconomics/scipy-estimagic

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Tutorial on Practical Numerical Optimization with SciPy, Estimagic and JAXopt - SciPy 2022

optimagic

optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.

econ-project-templates

Templates for reproducible economics projects

ose-course-data-science

course on data science for economists

Jupyter Notebook

respy

Framework for the simulation and estimation of some finite-horizon discrete choice dynamic programming models.

ose-course-scientific-computing

course on the basics of scientific computing for economists

Jupyter Notebook

ruspy

Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)

dcegm

Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).

grmpy

Python package for the simulation and estimation of generalized Roy model

Jupyter Notebook

dags

Tools to create executable dags from interdependent functions.

pybaum

Tools to work with pytrees.

lcm

Solution and simulation of life cycle models in Python with GPU acceleration.

ose-meetup

Infos and material for the OSE Meetup

Jupyter Notebook

soepy

Python package for the simulation and estimation of dynamic models of human capital accumulation tailored to the German Socio-Economic Panel (SOEP)

ose-course-primer

OSE computation primer

Jupyter Notebook

skillmodels

robupy

open-source package for robust optimization

tranquilo

The tranquilo optimizer.

OpenSourceEconomics.github.io

Our website at https://open-econ.org

ekw-lectures

lecture material for our work on Eckstein-Keane-Wolpin models

Jupyter Notebook

euroscipy-estimagic

Companion repository to the tutorial "Introduction to numerical optimization" at the EuroSciPy 2023

Jupyter Notebook

econsa

Uncertainty propagation and global sensitivity analysis for computational economic models

ose-course-projects

instructions for our course projects

Jupyter Notebook

copulpy

Python package for the analysis of multiattribute utility copulas.

ose-data-science-course-project-JonathanWillnow

Final Project for Microeconometrics, Summer 2021, Prof. Dr. Philipp Eisenhauer | Jonathan Willnow | Replication of Dreher et al. (2021)

Jupyter Notebook

ose-data-science-course-project-carolinalvarez

Final Project | Carolina Alvarez | Microeconometrics, Summer 2021 | Replication: Angrist and Evans (1998)

Jupyter Notebook

rust-data

This repository contains the raw data from Rust (1987) and data reading and processing functions.

temfpy

Test models and functions for standard numerical components in computational economic models

ose-data-science-course-projeect-JakobJuergens

Final project by Jakob R. Juergens for Microeconometrics (summer semester 2021)

Jupyter Notebook

ose-scientific-computing-course-jdx-mafia-1

ose-scientific-computing-course-jdx-mafia-1 created by GitHub Classroom

Jupyter Notebook

epp_topics

Course materials for EPP

Jupyter Notebook

ose-packaging-guide

A guide to Python packages.

ekw-data

benchmark datasets for our work on Eckstein-Keane-Wolpin models

Jupyter Notebook

trempy

Python package for the analysis of intertemporal altruism using a trembling hand model.

github-starter-course

github-starter-course created by GitHub Classroom

ose-promotion

promotional material for our initiative

ose-data-science-course-projeect-mirkimirk

ose-data-science-course-projeect-mirkimirk created by GitHub Classroom

Jupyter Notebook

ekw-promotion

promotional material for our work on Eckstein-Keane-Wolpin models

ose-scientific-computing-course-pytholisks

ose-scientific-computing-course-pytholisks created by GitHub Classroom

lcm-dev

Developer repository for the lcm package.