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Senior Researcher, Department of Finance, Universität Zürich Formerly: Visiting AP Econ, Bowdoin College, Asst. Prof. Econ, Carnegie Mellon
ComputationalMethodsClass. Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon
donskerclass.github.io. HTML
KSModel. Implementation of modified Krusell Smith Model
PigeonsParetologNormal. Julia
rovingbandit. reference implementations of various bandit algorithms
cbpys. CBPS via exponential tilting for ATE/ATT
PINN-examples. Jupyter Notebook
text_econ_2022. Materials for PhD course on text data in economics
InfiniteOpt.jl. An intuitive modeling interface for infinite-dimensional optimization problems.
dowhy. DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.
Bucephalus.jl. A Julia package for solving heterogenous-agent economic models using reinforcement learning
julia-bootcamp-2022. Jupyter Notebook
EconPDEs.jl. Solve nonlinear PDEs arising from economic models