REMARK.md

remark-version	remark-name	notebooks	identifiers	tags
1.0	SolvingMicroDSOPs	SolvingMicroDSOPs.ipynb	type value url https://llorracc.github.io/SolvingMicroDSOPs	REMARK Replication Teaching Tutorial

Solution Methods for Microeconomic Dynamic Stochastic Optimization Problems

These notes describe tools for solving microeconomic dynamic stochastic optimization problems, and show how to use those tools for efficiently estimating a standard life cycle consumption/saving model using microeconomic data. No attempt is made at a systematic overview of the many possible technical choices; instead, I present a specific set of methods that have proven useful in my own work (and explain why other popular methods, such as value function iteration, are a bad idea). Paired with these notes is Mathematica, Matlab, and Python software that solves the problems described in the text.