mikkelpm/svma_iv

Stars
10
Rank 1,807,489 (Top 36 %)
Language
MATLAB
License
MIT License
Created about 4 years ago
Updated almost 2 years ago

mikkelpm/svma_iv

mikkelpm

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Inference in SVMA models identified by external instruments/proxies

het_agents_bayes

Estimation of heterogeneous agent models using both macro and micro data

stderr_calibration_matlab

Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

ebci_matlab

Matlab code for robust empirical Bayes confidence intervals

stderr_calibration_python

Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix