Open Source Economics

estimagic

Estimagic is a Python package for nonlinear optimization with or without constraints. It is particularly suited to solve difficult nonlinear estimation problems. On top, it provides functionality to perform statistical inference on estimated parameters.

econ-project-templates

Templates for reproducible economics projects

ose-course-data-science

course on data science for economists

respy

Framework for the simulation and estimation of some finite-horizon discrete choice dynamic programming models.

ruspy

Python package for the simulation and estimation of a prototypical infinite-horizon dynamic discrete choice model based on Rust (1987)

dcegm

Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).

grmpy

Python package for the simulation and estimation of generalized Roy model

dags

Tools to create executable dags from interdependent functions.

pybaum

Tools to work with pytrees.

lcm

ose-meetup

Infos and material for the OSE Meetup

soepy

Python package for the simulation and estimation of dynamic models of human capital accumulation tailored to the German Socio-Economic Panel (SOEP)

robupy

open-source package for robust optimization

OpenSourceEconomics.github.io

Our website at https://open-econ.org

tranquilo

The tranquilo optimizer.

euroscipy-estimagic

Companion repository to the tutorial "Introduction to numerical optimization" at the EuroSciPy 2023

pydsge

A package to simulate, filter, and estimate DSGE models with occasionally binding constraints

rust-data

This repository contains the raw data from Rust (1987) and data reading and processing functions.

econsieve

Collection of linear & nonlinear (Kalman) Filters for economic DSGE models

epp_topics

Course materials for EPP

lcm-dev

Developer repository for the lcm package.

ada_topics

Textbook-style page for Applied Data Analysis, a BSc Course at the Economics Department of the University of Bonn

applied-data-analytics

effective-programming-practices

Static HTML site with epp materials

estimagic-typing

Prototypes for the typing enhancement proposal in estimagic

estimagic_tables_examples

This repository collects a set of example tables produced by `estimagic.estimation_table`

ose-scientific-computing-course-default101

ose-scientific-computing-course-default101 created by GitHub Classroom

scipy-2022-dev

Development repository for the Scipy 2022 tutorial

tranquilo-dev

Development repository for the Tranquilo project.

upper-envelope

JAX and numba implementations of the fast upper envelope scan for solving discrete-continuous dynamic programming problems