Python package to represent extensive form games and compute various correlated equilibrium concepts via reinforcement learning algorithms.
A Julia implementation of the sequential Monte Carlo algorithm for approximation of posterior distributions.
Implemented self-tuning tempered particle filter from Herbst and Schorfheide (2017) for likelihood evaluation of non-linear models with non-Gaussian innovations. Integrated code into the NY Fed's package of filtering and smoothing routines for state-space models, StateSpaceRoutines.jl.
A Julia package to build custom model types for simulation and estimation exercises.