This project is a quick overview of how to simulate and estimate a dynamic structural model by minimizing distance of conditional choice probabilities. Run simulation files to generate dataset first, then use estimation file to run estimation procedure.
-
Presentation with more detailed explanation of estimation procedure: (Folder: presentation)
- HTML: presentation/estimation_presentation.slides.html
- Jupyter notebook: presentation/estimation_presentation.ipynb
-
Estimation:
- Recursion simulation: data_simulation_iteration_version.py
- Iteration simulation: data_simulation_recursion_version.py
- Estimation file: estimation.py
-
Required packages:
- Pandas
- Numpy