GitHub / mikkelpm / stderr_calibration_python
Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix
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Stars: 3
Forks: 4
Open issues: 0
License: mit
Language: Python
Size: 216 KB
Dependencies parsed at: Pending
Created at: almost 4 years ago
Updated at: over 1 year ago
Pushed at: over 1 year ago
Last synced at: over 1 year ago
Topics: calibration, heterogeneous-agent-model, minimum-distance, moment-matching, semidefinite-programming
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