| Week | TA | Exercise | Topic | New Method | Additional files |
|---|---|---|---|---|---|
| 7 | Adam | 1 | Cake-eating problem in a finite horizon | Backwards Induction | Exercise_1.py |
| 2 | Cake-eating problem in an infinite horizon | Value function iteration | Exercise_1.py, Exercise_2.py | ||
| 8 | Adam | 3 | Cake-eating problem with continuous choice | Interpolation | Exercise_2.py, Exercise_3.py |
| 4 | Cake-eating problem with uncertainty | Handling expectations over discrete distributions | Exercise_4.py | ||
| 5 | Numerical Integration | Monte Carlo integration and quadrature | tools.py | ||
| 9 | Jacob | 6 | Deaton model in a finite horizon | - | tools.py, Exercise_6.py |
| 10 | Adam | 7 | Deaton model in an infinite horizon | - | tools.py, Exercise_7.py |
| 8 | Function Approximation | Cubic splines, regular polynomial regression, Chebyshev polynomimal regression | - |
| Week | TA | Exercise | Topic | New Method | Additional files |
|---|---|---|---|---|---|
| 11 | Jacob | 0 | Rust's engine replacement model | Solving discrete choice models (actually already covered in ex 1 and 2) | simple.zurcher.py |
| 12 | Adam | 1 | Rust's engine replacement model | Nested fixed point algorithm (NFXP) | model_zucher.py, Solve_NFXP.py, estimate_NFXP.py, alternative_specifications_ex7.py, alternative_specifications_ex9.py |
| 13 (easter) | Jacob | 2 | Rust's engine replacement model | Simulating Data | model_zucher.py, Solve_NFXP.py, estimate_NFXP.py |
| 3 | Rust's engine replacement model - generating demand curves | Finding ergodic distributions | model_zucher.py, Solve_NFXP.py, estimate_NFXP.py | ||
| 14 | Adam | 5 | Rust's engine replacement model - estimation with NPL | Nested Pseudo Likelihood (NPL) | model_zucher.py, Solve_NFXP.py, NPL_exante.py |
| Week | TA | Exercise | Topic | New Method | Additional files |
|---|---|---|---|---|---|
| 15 | Adam | 1 | Deaton model | Time iterations | Exercise_1.py |
| 2 | Deaton model - EGM | EGM | Exercise_2.py | ||
| 16 | Jacob | 3 | Buffer-stock model | - | tools.py, model_exante.py |
| 4 | Buffer-stock model - Estimation | Estimating continuous choice with MLE and MSM | tools.py, model_exante.py, estimate_exante.py | ||
| 17 | Jacob | 5 | Retirement model | DC-EGM | tools.py, model_dc_exante.py |