Jump-Diffusion estimation [Julia]
NLP one-region global growth model with CO2-stock damages [Julia]
Parametric DP consumption-leisure choice model [GAMS, Julia]
Conventional value function iteration [GAMS, Julia]
Value Function Iteration (+ interpolation) [GAMS, Julia]
Parametric DP RBC model [GAMS, Julia]
Simulated Estimation of static endowment model [GAMS, Julia]
Parametric DP life-cycle model [GAMS, Julia]
Function approximation in GAMS using: (i) ordinary polynomials and (ii) (Chebyshev) polynomials