Here are some useful resources.
- This document explains my preferred method for extracting factors from a measurement system. Here is the Python implementation and here is the Stata implementation. Here is the GitHub repository for the complete set of files.
Structural Econometrics in Python and Julia
This set of documents sets up and solves a simple labor economics structural model in Julia. It contains a few introductory exercises and then it estimates both static and dynamic versions of a women labor supply model. Here is the GitHub repository of the complete set of files.
- Handout, written solution. Code (Julia: static simulation, static estimation, static multiple simulation, static multiple estimation, static multiple parallel estimation file 1 and file 2, static bootstrap, static parallel bootstrap file 1 and file 2, dynamic simulation, dynamic estimation, dynamic multiple parallel simulation file 1 and file 2. Python: static simulation, static estimation, dynamic simulation, dynamic estimation).
- Warmup, written solution. Code (Julia: integration and likelihood; Python: integration and likelihood).
- Probit solution. Code (Julia code; Python code).