for class work

Model Selection

2017Spring, UPenn Solutions

ARMA, Forecasts and filters

Instructor:Frank Schorfheide Year:2017 Spring TAs: Gorkem Bostanci, Irina Pimenova

AR(1) simulation Importance Sampling

Single agent Life Cycle Model with labor productivity shocks, savings and retirement. Uses parallelization in R and Rcpp.

much question wow