Fully JAX-compatible python implementation of the DC-EGM algorithm from Iskhakov, Jorgensen, Rust, and Schjerning (QE, 2017).
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Oct 29, 2025 - Python
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dc-egm
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JAX and numba implementations of the fast upper envelope scan for solving discrete-continuous dynamic programming problems
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Oct 6, 2025 - Python
Code used to structurally estimate a life-cycle labor supply model using the DC-EGM solution algorithm.
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Jun 1, 2025 - Jupyter Notebook
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