Mihaly Himics trialsolution
trialsolution
/ non_homothetic_isoquants.plt
Created
April 3, 2017 08:56
plot indifference curves of non-homothetic CES variants
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| # plot the indifference curves of non-homothetic CES variants | |
| # script based on the implicit function plotting trick from: | |
| # http://gnuplot-surprising.blogspot.de/2011/09/assume-three-is-equation-fxygxy-and-we.html | |
| # uncomment in case you want to save it to a file | |
| #set term png enhanced lw 2 font "Times,18" | |
| #set output "ces_share.png" |
trialsolution
/ bach_martin_2001.gms
Created
November 21, 2013 09:41
Numerical example from Bach-Martin (2001): “Would the Right Tariff Aggregator for Policy Analysis Please Stand Up?” Journal of Policy Modeling 23 (6)
page 630-632
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| ******************************************************************************** | |
| $ontext | |
| CAPRI project | |
| GAMS file : REGAGG.GMS | |
| @purpose : | |
| @author : Mihaly Himics (mihaly.himics@ilr.uni-bonn.de) | |
| @date : 21.11.13 |
trialsolution
/ ces_example.gms
Created
November 14, 2013 11:44
Example in Rutherford's Lecture Notes on CES functions, page 4
http://www.gamsworld.eu/mpsge/debreu/ces.pdf
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| *<%REGION File header%> | |
| *============================================================================= | |
| * File : rutherford_ex1.gms | |
| * Author : mihalyh | |
| * Version : 1.0 | |
| * Date : 13.11.2013 10:58:08 | |
| * Changed : 13.11.2013 13:13:56 | |
| * Changed by: mihalyh | |
| * Remarks : | |
| $ontext |
trialsolution
/ definite_eigenv.gms
Created
August 23, 2013 06:48
checks if a symmetric matrix is pos. definite (GAMS code using the default eigenvalues calculation utility)
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| $ontext | |
| Test the positive definiteness of a symmetric matrix | |
| Extension of ' eigenexample.gms' from the McCarl User Guide | |
| $offtext | |
| Set index /i1*i3/; | |
| alias(index,index1); |
trialsolution
/ definite_cholesky.gms
Created
August 23, 2013 06:47
checks if a symmetric matrix is pos. definite (GAMS code using the default cholesky decomposition utility)
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| $ontext | |
| Test the positive definiteness of a symmetric matrix | |
| Extension of the 'choleskyexample.gms' example from the McCarl User Guide | |
| $offtext | |
| Set index /i1*i2/; |
trialsolution
/ definite.gms
Created
August 23, 2013 06:46
checks positive definiteness of a matirx (GAMS and R combined solution)
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| $ontext | |
| "Is there some GAMS template around to determine the definiteness of a given | |
| matrix? (At the moment, I need it for a 5x5 matrix, but the dimension will | |
| eventually be higher.) | |
| Or is it advisable to switch to another math package for solving this? | |
| Stefan" |
trialsolution
/ panel_R_link.gms
Created
June 3, 2013 08:34
GAMS script that calls the plm package in R to do some panel data econometrics.
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| $ontext | |
| Email: | |
| "Dear GAMS Users, | |
| Do you have some examples or code files for panel data estimation in GAMS? I was thinking to combine two indices - individual and time, into one index and run OLS, but I could not get any idea of combining two sets into one. | |
| I guess there is some smart way to do panel data estimation. |
trialsolution
/ panel.gms
Created
June 1, 2013 16:03
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| $ontext | |
| Email: | |
| "Dear GAMS Users, | |
| Do you have some examples or code files for panel data estimation in GAMS? I was thinking to combine two indices - individual and time, into one index and run OLS, but I could not get any idea of combining two sets into one. | |
| I guess there is some smart way to do panel data estimation. |
trialsolution
/ freund_1956.gms
Created
April 16, 2013 12:27
GAMS implementation of the textbook example for farm planning model
Published in Moss "Risk, uncertainty and the agricultural firm", originally from the article of Freund (1956) in Econometrica
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| $ontext | |
| Freund showed that the expected utility of a normally distributed gamble given | |
| negative exponential preferences could be written as: | |
| E(U(x)) = mu(x) - rho/2 * sigma^2(x) | |
| where mu and sigma are the mean and standard deviation of the normally distributed gamble | |
trialsolution
/ calibrated_share_form.gms
Created
March 26, 2013 12:33
A worked example for calibrated CES utility functions; from http://www.mpsge.org/calibration.pdf
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