├── .DS_Store ├── .gitignore ├── 1_theory_tools ├── 01_dp_intro.ipynb ├── 02_cake_eating_example.ipynb ├── 03_deaton_1d_integration.ipynb ├── 04_multi_d_integration.ipynb ├── 04a_portfolio_integration.ipynb ├── 04b_portfolio_optimal.ipynb ├── 04c_dynamic_portfolio.ipynb ├── 05_interpolation.ipynb ├── exercises │ ├── Exercises │ │ ├── DP_slides_1.pdf │ │ ├── DP_slides_2 (3).pdf │ │ └── DP_slides_3.pdf │ ├── ex_ante │ │ ├── 01_cake_eating_finite.ipynb │ │ ├── 02_cake_eating_infinite.ipynb │ │ ├── 03_cake_eating_continous.ipynb │ │ ├── 04_cake_eating_uncertainty.ipynb │ │ ├── 05_numerical_integration.ipynb │ │ ├── 06_deaton_model.ipynb │ │ ├── 07_deaton_model_infinite.ipynb │ │ ├── 08_function_approx.ipynb │ │ ├── Chebyshev.py │ │ ├── Exercise_1.py │ │ ├── Exercise_2.py │ │ ├── Exercise_3.py │ │ ├── Exercise_4.py │ │ ├── Exercise_6.py │ │ ├── Exercise_7.py │ │ ├── slides_2022 │ │ │ ├── 00_01_slides_cake_eating.ipynb │ │ │ ├── 00_02_slides_uncertainty.ipynb │ │ │ ├── 00_03_slides_deaton.ipynb │ │ │ └── 00_04_slides_deaton_infinite.ipynb │ │ └── tools.py │ └── ex_post │ │ ├── 01_cake_eating_finite.ipynb │ │ ├── 02_cake_eating_infinite.ipynb │ │ ├── 03_cake_eating_continous.ipynb │ │ ├── 04_cake_eating_uncertainty.ipynb │ │ ├── 05_numerical_integration.ipynb │ │ ├── 06_deaton_model.ipynb │ │ ├── 07_deaton_model_infinite.ipynb │ │ ├── 08_function_approx.ipynb │ │ ├── Chebyshev.py │ │ ├── Exercise_1.py │ │ ├── Exercise_2.py │ │ ├── Exercise_3.py │ │ ├── Exercise_4.py │ │ ├── Exercise_6.py │ │ ├── Exercise_7.py │ │ └── tools.py ├── img │ ├── E_Z.png │ ├── E_u_nodes.png │ ├── E_u_omega.png │ ├── E_u_omega_Q4.png │ ├── asset_iter_beta.png │ ├── cake_eating.jpg │ ├── invcdf.png │ ├── nedlermead.png │ ├── pdf_Z.png │ └── u.png └── lib │ ├── __init__.py │ ├── dpsolver.py │ ├── dpsolver_jax.py │ ├── integrate.py │ ├── optimize.py │ ├── portfolio.py │ ├── portfolio_dp.py │ └── sieve.py ├── 2_dynamic_discrete_choice ├── 1_nfxp.pdf ├── 2_mpec.pdf ├── 3_npl.pdf ├── 4_eqbtrade.pdf ├── EQB code link.md ├── README.md ├── eqb_matlab │ ├── LICENSE │ ├── README.md │ ├── autotrade │ │ ├── data.m │ │ ├── dktax.m │ │ ├── dpsolver.m │ │ ├── equilibrium.m │ │ ├── estim.m │ │ ├── firms.m │ │ ├── g_trmodel.m │ │ ├── graphs.m │ │ ├── setparams.m │ │ ├── spp.m │ │ ├── stats.m │ │ ├── tests.m │ │ ├── toy.m │ │ └── trmodel.m │ ├── data │ │ ├── .keep │ │ ├── 8x4 │ │ │ ├── .keep │ │ │ ├── car_attributes.xlsx │ │ │ ├── counts_1996.xlsx │ │ │ ├── counts_1997.xlsx │ │ │ ├── counts_1998.xlsx │ │ │ ├── counts_1999.xlsx │ │ │ ├── counts_2000.xlsx │ │ │ ├── counts_2001.xlsx │ │ │ ├── counts_2002.xlsx │ │ │ ├── counts_2003.xlsx │ │ │ ├── counts_2004.xlsx │ │ │ ├── counts_2005.xlsx │ │ │ ├── counts_2006.xlsx │ │ │ ├── counts_2007.xlsx │ │ │ ├── counts_2008.xlsx │ │ │ ├── counts_2009.xlsx │ │ │ ├── counts_scrap.xlsx │ │ │ ├── demo.xlsx │ │ │ ├── dta.mat │ │ │ ├── est_lin_1.xlsx │ │ │ ├── est_lin_2.xlsx │ │ │ ├── est_lin_3.xlsx │ │ │ ├── est_lin_4.xlsx │ │ │ ├── est_log_1.xlsx │ │ │ ├── est_log_2.xlsx │ │ │ ├── est_log_3.xlsx │ │ │ ├── est_log_4.xlsx │ │ │ └── fuelp.xlsx │ │ ├── sumstats.ipynb │ │ └── sumstats_demo.tex │ ├── matlabinclude │ │ ├── bisection.m │ │ ├── cell_diff.m │ │ ├── clearbut.m │ │ ├── combinestructs.m │ │ ├── combinevecs.m │ │ ├── ergodic.m │ │ ├── extend.m │ │ ├── getfields.m │ │ ├── gradp.m │ │ ├── gradp_double_sided.m │ │ ├── gradp_single_sided.m │ │ ├── hessp.m │ │ ├── ht.m │ │ ├── logit.m │ │ ├── logsum.m │ │ ├── matgrad.m │ │ ├── myfigure.m │ │ ├── newton.m │ │ ├── optim.m │ │ ├── quantile_c.m │ │ ├── repcell.m │ │ ├── struct2vec.m │ │ ├── struct_diff.m │ │ ├── tabdat.m │ │ └── vec2struct.m │ ├── results │ │ ├── estimation │ │ │ ├── estimation_data.mat │ │ │ ├── mle_converged.mat │ │ │ ├── mle_iter.mat │ │ │ ├── mle_step1.mat │ │ │ └── mle_step2.mat │ │ ├── illustration │ │ │ ├── example_holdings_tc_0.eps │ │ │ ├── example_holdings_tc_10.eps │ │ │ ├── example_prices_tc_0.eps │ │ │ └── example_prices_tc_10.eps │ │ ├── iruc_CF │ │ │ ├── counterfactual_total_revenue_equivalence_short.tex │ │ │ ├── counterfactual_total_revenue_equivalence_short.txt │ │ │ ├── laffer_naive_vs_sophisticated.eps │ │ │ ├── prices_car4_total_revenue.eps │ │ │ ├── revenue_level_curve_consumer_surplus.eps │ │ │ ├── revenue_level_curve_social_surplus_ex_co2.eps │ │ │ ├── revenue_level_curve_social_surplus_total.eps │ │ │ ├── revenue_level_curve_tax_rates.eps │ │ │ ├── revenue_level_curve_total_co2.eps │ │ │ └── revenue_level_curve_total_revenue.eps │ │ ├── iruc_CF_imperfect │ │ │ ├── counterfactual_total_revenue_equivalence_short.tex │ │ │ ├── counterfactual_total_revenue_equivalence_short.txt │ │ │ ├── laffer_naive_vs_sophisticated.eps │ │ │ ├── prices_car4_total_revenue.eps │ │ │ ├── revenue_level_curve_consumer_surplus.eps │ │ │ ├── revenue_level_curve_social_surplus_ex_co2.eps │ │ │ ├── revenue_level_curve_social_surplus_total.eps │ │ │ ├── revenue_level_curve_tax_rates.eps │ │ │ ├── revenue_level_curve_total_co2.eps │ │ │ └── revenue_level_curve_total_revenue.eps │ │ ├── laffer │ │ │ ├── laffer_3d.eps │ │ │ ├── laffer_3d_co2.eps │ │ │ ├── laffer_3d_cross_consumer_surplus.eps │ │ │ ├── laffer_3d_cross_social_surplus_total.eps │ │ │ ├── laffer_3d_cross_total_co2.eps │ │ │ ├── laffer_3d_cross_total_revenue.eps │ │ │ ├── laffer_3d_welfare_ex_co2.eps │ │ │ └── laffer_contours.eps │ │ ├── model_fit │ │ │ ├── fit_keep.eps │ │ │ ├── fit_marketshares.eps │ │ │ ├── fit_marketshares_45.eps │ │ │ ├── fit_marketshares_agg.eps │ │ │ ├── fit_purchases.eps │ │ │ ├── fit_scrap.eps │ │ │ ├── holdings_data.eps │ │ │ ├── holdings_model.eps │ │ │ ├── keep_data_tau.eps │ │ │ ├── keep_model_tau.eps │ │ │ ├── prices_model.eps │ │ │ ├── pt_dist_data.eps │ │ │ └── pt_dist_model.eps │ │ └── tables │ │ │ ├── sumstats_cars.tex │ │ │ ├── sumstats_demo.tex │ │ │ ├── tab_est_driving.tex │ │ │ ├── tab_mle_acc.tex │ │ │ ├── tab_mle_mum.tex │ │ │ ├── tab_mle_psych_transcost.tex │ │ │ ├── tab_mle_scrap.tex │ │ │ ├── tab_mle_u_0.tex │ │ │ └── tab_mle_u_a.tex │ ├── run_all.m │ ├── run_deriv_test.m │ ├── run_elasticities.m │ ├── run_estimation.m │ ├── run_illustrations.m │ ├── run_iruc_CF.m │ ├── run_laffer_1d.m │ ├── run_laffer_3d.m │ ├── run_model_fit.m │ └── run_param_tables.m ├── exercises │ ├── ex_ante │ │ ├── 00_intro │ │ │ ├── 00_intro_discrete_choice.ipynb │ │ │ └── simple_zurcher.py │ │ ├── 01_NFXP │ │ │ ├── 01_NFXP.ipynb │ │ │ ├── 02_NFXP_simulate.ipynb │ │ │ ├── 03_NFXP_equilibirum.ipynb │ │ │ ├── Read_me.txt │ │ │ ├── Solve_NFXP.py │ │ │ ├── alternative_specifications_ex7.py │ │ │ ├── alternative_specifications_ex9.py │ │ │ ├── busdata1234.csv │ │ │ ├── estimate_NFXP.py │ │ │ ├── model_zucher.py │ │ │ └── slides_2022 │ │ │ │ ├── 00_01_slides_NFXP.ipynb │ │ │ │ └── 00_02_slides_NFXP_simulate.ipynb │ │ ├── 02_MPEC │ │ │ ├── 04_MPEC.ipynb │ │ │ ├── Estimate_MPEC_exante.py │ │ │ ├── Solve_NFXP.py │ │ │ ├── estimate_NFXP.py │ │ │ ├── model_zucher.py │ │ │ └── slides_2022 │ │ │ │ └── 00_03_slides_MPEC.ipynb │ │ └── 03_NPL │ │ │ ├── 05_NPL.ipynb │ │ │ ├── NPL_exante.py │ │ │ ├── Read_me.txt │ │ │ ├── Solve_NFXP.py │ │ │ ├── busdata1234.csv │ │ │ ├── estimate_NFXP.py │ │ │ ├── model_zucher_exante.py │ │ │ └── slides_2022 │ │ │ └── 00_04_slides_NPL.ipynb │ ├── ex_post │ │ ├── 00_intro │ │ │ ├── 00_intro_discrete_choice.ipynb │ │ │ └── simple_zurcher.py │ │ ├── 01_NFXP │ │ │ ├── 01_NFXP.ipynb │ │ │ ├── 02_NFXP_simulate.ipynb │ │ │ ├── 03_NFXP_equilibrium.ipynb │ │ │ ├── Read_me.txt │ │ │ ├── Solve_NFXP.py │ │ │ ├── alternative_specifications_ex7.py │ │ │ ├── alternative_specifications_ex9.py │ │ │ ├── busdata1234.csv │ │ │ ├── estimate_NFXP.py │ │ │ └── model_zucher.py │ │ ├── 02_MPEC │ │ │ ├── 04_MPEC.ipynb │ │ │ ├── Estimate_MPEC.py │ │ │ ├── Solve_NFXP.py │ │ │ ├── busdata1234.csv │ │ │ ├── estimate_NFXP.py │ │ │ └── model_zucher.py │ │ └── 03_NPL │ │ │ ├── 05_NPL.ipynb │ │ │ ├── NPL.py │ │ │ ├── Read_me.txt │ │ │ ├── Solve_NFXP.py │ │ │ ├── busdata1234.csv │ │ │ ├── estimate_NFXP.py │ │ │ └── model_zucher.py │ └── slides │ │ ├── DP_slides_4 (1).pdf │ │ ├── DP_slides_5 (1).pdf │ │ ├── DP_slides_6.pdf │ │ └── DP_slides_7.pdf └── zurcher_matlab │ ├── bbl.m │ ├── busdata1234.mat │ ├── dpsolver.m │ ├── getfields.m │ ├── mpec.m │ ├── msm.m │ ├── nfxp.m │ ├── npl.m │ ├── output.m │ ├── readme.md │ ├── run_bbl.m │ ├── run_busdata.m │ ├── run_dem.m │ ├── run_errorbound.m │ ├── run_fxp.m │ ├── run_mc_nfxp.m │ ├── run_msm.m │ ├── run_nfxp_vs_mpec.m │ ├── run_npl.m │ ├── run_npl_sim.m │ ├── run_sparsity.m │ ├── struct2vec.m │ ├── vec2struct.m │ └── zurcher.m ├── 3_discrete_continuous_choice ├── 1_euler_egm.ipynb ├── 2_dcegm.pdf ├── 3_struct_est.pdf ├── 4_aupens_dc_egm.pdf ├── README.md ├── dc_egm_matlab │ ├── minimal.m │ ├── model_deaton.m │ ├── model_phelps.m │ ├── model_retirement.m │ ├── polyline.m │ ├── run.m │ ├── run_DP_2025.m │ └── utils │ │ ├── ht.m │ │ ├── mtit.m │ │ ├── norminv.m │ │ ├── quadpoints.m │ │ ├── stdnormal_inv.m │ │ └── strsplit0.m ├── exercises │ ├── ex_ante │ │ ├── 01_time_iteration.ipynb │ │ ├── 02_EGM.ipynb │ │ ├── 03_buffer_stock_egm.ipynb │ │ ├── 04_estimate_buffer_stock.ipynb │ │ ├── 05_dc_egm.ipynb │ │ ├── Exercise_1.py │ │ ├── Exercise_2.py │ │ ├── Read_me.txt │ │ ├── egm_dc_exante.py │ │ ├── egm_dc_multidim_exante.py │ │ ├── egm_exante.py │ │ ├── estimate_exante.py │ │ ├── model_dc_exante.py │ │ ├── model_dc_multidim_exante.py │ │ ├── model_exante.py │ │ ├── old │ │ │ ├── 01_discrete_continous_choice.ipynb │ │ │ └── Exercise_1.py │ │ ├── slides_2022 │ │ │ ├── 00_01_slides_time_iteration.ipynb │ │ │ └── 00_02_slides_EGM.ipynb │ │ ├── tools.py │ │ └── utility.py │ ├── ex_post │ │ ├── 01_time_iteration.ipynb │ │ ├── 02_EGM.ipynb │ │ ├── 03_buffer_stock_egm.ipynb │ │ ├── 04_estimate_buffer_stock.ipynb │ │ ├── 05_dc_egm.ipynb │ │ ├── Exercise_1.py │ │ ├── Exercise_2.py │ │ ├── Read_me.txt │ │ ├── egm.py │ │ ├── egm_dc.py │ │ ├── egm_dc_multidim.py │ │ ├── estimate.py │ │ ├── model.py │ │ ├── model_dc.py │ │ ├── model_dc_multidim.py │ │ ├── old │ │ │ ├── 01_discrete_continous_choice.ipynb │ │ │ └── Exercise_1.py │ │ ├── tools.py │ │ └── utility.py │ └── slides │ │ ├── DP_slides_8.pdf │ │ └── DP_slides_9.pdf └── smd │ ├── SMD.ipynb │ └── model.py ├── 4_dynamic_games ├── 1_StaticGames.pdf ├── 2_DynamicGames.pdf ├── 3_rls.pdf ├── 4_nrls.pdf ├── README.md ├── codeEstimStaticGames │ ├── 2br.eps │ ├── br.eps │ ├── fig1.fig │ ├── fig2.fig │ ├── fig3.fig │ ├── fig4.fig │ ├── fig5.fig │ ├── logl_eqb1.eps │ ├── logl_eqb2.eps │ ├── logl_eqb3.eps │ ├── run_figs.m │ ├── run_mc.m │ ├── run_mpec_fig.m │ ├── run_mpec_startingvalues.m │ ├── run_multiple.m │ └── sgame.m ├── codeRLS │ ├── RLS_leapfrog_exercise.pdf │ ├── lf.m │ ├── rls.m │ ├── solveDP.m │ ├── solve_lf.m │ ├── solve_spp.m │ └── spp.m ├── code_play_leapfrogging │ ├── endgame_eq.m │ ├── game_simulation.m │ ├── h1.m │ ├── h2.m │ ├── kf.m │ ├── leapfrog.m │ ├── plot_equilibria.m │ ├── plotgame.m │ ├── setup.m │ ├── sim_tech.m │ ├── solve_endgame_equilibria.m │ ├── stagegame_eq.m │ ├── state_recursion.m │ ├── stp.m │ ├── temp.m │ ├── test.m │ ├── trindx.m │ └── trindxi.m ├── code_sgame_python │ ├── br.png │ ├── run_figs.py │ └── sgame.py └── movies │ ├── Homotopy.mp4 │ └── leapfrogging.m4v ├── 5_term_paper └── term_paper.ipynb ├── 6_guest_lecture ├── 2024 │ ├── Deep_learning_lecture │ │ ├── Bufferstock │ │ │ ├── BufferstockModel.py │ │ │ ├── Run.ipynb │ │ │ └── neural_nets.py │ │ └── DP_slides_NN.pdf │ └── DynamicHouseholdModels.pdf └── 2025 │ ├── 2025_DLAlgosFinite.pdf │ ├── DP_lecture (2).pdf │ └── example_deepsimulate.ipynb ├── Exercise_plan.md ├── README.md └── lecture_plan.md /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/bschjerning/dp_ucph/HEAD/.DS_Store -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 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