├── README.md ├── aiyagari.ipynb ├── ak2.ipynb ├── ak_aiyagari.ipynb ├── ar1_bayes.ipynb ├── ar1_processes.ipynb ├── ar1_turningpts.ipynb ├── back_prop.ipynb ├── bayes_nonconj.ipynb ├── cake_eating.ipynb ├── cake_eating_egm.ipynb ├── cake_eating_egm_jax.ipynb ├── cake_eating_numerical.ipynb ├── cake_eating_problem.ipynb ├── cake_eating_stochastic.ipynb ├── cake_eating_time_iter.ipynb ├── career.ipynb ├── cass_fiscal.ipynb ├── cass_fiscal_2.ipynb ├── cass_koopmans_1.ipynb ├── cass_koopmans_2.ipynb ├── coleman_policy_iter.ipynb ├── complex_and_trig.ipynb ├── cross_product_trick.ipynb ├── divergence_measures.ipynb ├── egm_policy_iter.ipynb ├── eig_circulant.ipynb ├── endogenous_lake.ipynb ├── environment.yml ├── exchangeable.ipynb ├── finite_markov.ipynb ├── ge_arrow.ipynb ├── geom_series.ipynb ├── harrison_kreps.ipynb ├── heavy_tails.ipynb ├── hoist_failure.ipynb ├── house_auction.ipynb ├── ifp.ipynb ├── ifp_advanced.ipynb ├── ifp_discrete.ipynb ├── ifp_egm.ipynb ├── ifp_egm_transient_shocks.ipynb ├── ifp_opi.ipynb ├── imp_sample.ipynb ├── intro.ipynb ├── inventory_dynamics.ipynb ├── jv.ipynb ├── kalman.ipynb ├── kalman_2.ipynb ├── kesten_processes.ipynb ├── lagrangian_lqdp.ipynb ├── lake_model.ipynb ├── likelihood_bayes.ipynb ├── likelihood_ratio_process.ipynb ├── likelihood_ratio_process_2.ipynb ├── likelihood_var.ipynb ├── linear_algebra.ipynb ├── linear_models.ipynb ├── lln_clt.ipynb ├── lp_intro.ipynb ├── lq_inventories.ipynb ├── lqcontrol.ipynb ├── markov_asset.ipynb ├── markov_perf.ipynb ├── mccall_correlated.ipynb ├── mccall_fitted_vfi.ipynb ├── mccall_model.ipynb ├── mccall_model_with_sep_markov.ipynb ├── mccall_model_with_separation.ipynb ├── mccall_persist_trans.ipynb ├── mccall_q.ipynb ├── mix_model.ipynb ├── mle.ipynb ├── morris_learn.ipynb ├── multi_hyper.ipynb ├── multivariate_normal.ipynb ├── navy_captain.ipynb ├── newton_method.ipynb ├── odu.ipynb ├── ols.ipynb ├── opt_transport.ipynb ├── optgrowth.ipynb ├── optgrowth_fast.ipynb ├── os.ipynb ├── os_egm.ipynb ├── os_egm_jax.ipynb ├── os_numerical.ipynb ├── os_stochastic.ipynb ├── os_time_iter.ipynb ├── pandas_panel.ipynb ├── perm_income.ipynb ├── perm_income_cons.ipynb ├── prob_matrix.ipynb ├── prob_meaning.ipynb ├── qr_decomp.ipynb ├── rand_resp.ipynb ├── rational_expectations.ipynb ├── re_with_feedback.ipynb ├── samuelson.ipynb ├── scalar_dynam.ipynb ├── schelling.ipynb ├── short_path.ipynb ├── sir_model.ipynb ├── stats_examples.ipynb ├── status.ipynb ├── svd_intro.ipynb ├── time_series_with_matrices.ipynb ├── troubleshooting.ipynb ├── two_auctions.ipynb ├── uncertainty_traps.ipynb ├── util_rand_resp.ipynb ├── var_dmd.ipynb ├── von_neumann_model.ipynb ├── wald_friedman.ipynb ├── wald_friedman_2.ipynb ├── wealth_dynamics.ipynb └── zreferences.ipynb /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/QuantEcon/lecture-python.notebooks/HEAD/README.md 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