Juan Martínez justinian336

## structural-estimation-series-III.ipynb

      
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                justinian336
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              June 1, 2020 05:18
            
              
                Structural Estimation Series III
              
          
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## nfxp.py
# Lazy implementation of John Rust's Nested Fixed Point (NFXP) algorithm.
# Based on https://notes.quantecon.org/submission/5c4906d9f68373000f919cd0
# Download first the Aguirregabiria and Mira NPL code from here: http://individual.utoronto.ca/vaguirre/wpapers/program_code_survey_joe_2008.html

import time
import numpy as np
import pandas as pd
from datetime import date
from statsmodels.base.model import GenericLikelihoodModel
from scipy import stats
	# Lazy implementation of John Rust's Nested Fixed Point (NFXP) algorithm.
	# Based on https://notes.quantecon.org/submission/5c4906d9f68373000f919cd0
	# Download first the Aguirregabiria and Mira NPL code from here: http://individual.utoronto.ca/vaguirre/wpapers/program_code_survey_joe_2008.html

	import time
	import numpy as np
	import pandas as pd
	from datetime import date
	from statsmodels.base.model import GenericLikelihoodModel
	from scipy import stats