Comments (4)
They are all just placeholder variables that smoosh together a bunch of parameters; interpreting them is not really a useful exercise. They have the names they do in order to match the notation in the corresponding lecture notes.
Beth is the only one about which SOMETHING needs to be said because it is an argument to one of the methods that gets called.
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This seems to have been fixed in #184, right?
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from hark.
No, I think you just closed the duplicate issue in #183
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Related Issues (20)
- agent.compute_steady_state is only partial equilibrium. Maybe rename to make that clear? HOT 3
- Compute mNrmStE for the PortfolioConsumerType HOT 1
- Risky returns---discrete or continuous? age varying or constant? subjective or objective? HOT 5
- CobbDouglasEconomy can't accept track_vars (and other) parameter override
- cannot import name 'clock' from 'time' HOT 15
- Integrate FUES EGM HOT 2
- Time, age, period, epoch, moment, date, .... HOT 9
- HARK.rewards give positive utility to negative consumption HOT 3
- Finite-difference approximation
- pip install does not seem to include some files HOT 8
- IndShockConsumerType doesn't let you change CubicBool nor vFuncBool
- Solution base class HOT 1
- xarray revolution HOT 3
- `DiscreteDistribution.dist_of_func` HOT 3
- Bayesian Optimization for Structural Estimation HOT 9
- PerfForesightConsumerType can't handle CRRA of 1.0 HOT 3
- replace AgentType.sim_one_period with a generic Monte Carlo simulator that consumes equations HOT 9
- Converting HARK models into Gymnasium environments
- Updating agent counts throws an error HOT 4
- In error: "AssertionError: LivPrb is not a list or time varying distribution" HOT 7
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