Merge pull request #27 from rickecon/gmm

Merging

CHANGELOG.md

@@ -5,6 +5,13 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [0.1.0] - 2023-12-15 17:00:00
+
+### Added
+- Updates the Generalized Method of Moments chapter.
+- Adds a structural estimation paper chapter.
+- Adds other updates in the Structural Estimation section.
+
 ## [0.0.7] - 2023-12-06 15:00:00
 
 ### Added
@@ -53,6 +60,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 
 
+[0.1.0]: https://github.com/OpenSourceEcon/CompMethods/compare/v0.0.7...v0.1.0
 [0.0.7]: https://github.com/OpenSourceEcon/CompMethods/compare/v0.0.6...v0.0.7
 [0.0.6]: https://github.com/OpenSourceEcon/CompMethods/compare/v0.0.5...v0.0.6
 [0.0.5]: https://github.com/OpenSourceEcon/CompMethods/compare/v0.0.4...v0.0.5

code/StrEstPaper/LaTeXtemplates/LaTeX_projtemplate.bib

@@ -0,0 +1,85 @@
+@ARTICLE{Aiyagari:1994,
+	AUTHOR = {S. Rao Aiyagari},
+	TITLE = {Uninsured Idiosyncratic Risk and Aggregate Saving},
+	JOURNAL = {Quarterly Journal of Economics},
+	YEAR = {1994},
+	volume = {109},
+	number = {3},
+	pages = {659-684},
+	month = {August},
+}
+
+@ARTICLE{Auerbach:1996,
+	AUTHOR = {Alan J. Auerbach},
+	TITLE = {Dynamic Revenue Estimation},
+	JOURNAL = {Journal of Economic Perspectives},
+	YEAR = {1996},
+	volume = {10},
+	number = {1},
+	month = {Winter},
+}
+
+@ARTICLE{Auerbach:2005,
+	AUTHOR = {Alan J. Auerbach},
+	TITLE = {Dynamic Scoring: An Introduction to the Issues},
+	JOURNAL = {American Economic Review},
+	YEAR = {2005},
+	volume = {95},
+	number = {2},
+	month = {May},
+	pages = {421-425},
+}
+
+@BOOK{AuerbachKotlikoff:1987,
+	Author = {Alan J. Auerbach and Lawrence J. Kotlikoff},
+	Publisher = {Cambridge University Press},
+	Title = {Dynamic Fiscal Policy},
+	Year = {1987},
+}
+
+@TECHREPORT{BrillViard:2011,
+	AUTHOR = {Alex M. Brill and Alan D. Viard},
+	TITLE = {The Benefits and Limitations of Income Tax Reform},
+	INSTITUTION = {American Enterprise Institute for Public Policy Research},
+	YEAR = {2011},
+	type = {Tax Policy Outlook},
+	number = {2},
+	month = {September},
+}
+
+@ARTICLE{CagettiDeNardi:2008,
+	AUTHOR = {Marco Cagetti and Mariacristina {De Nardi}},
+	TITLE = {Wealth Inequality: Data and Models},
+	JOURNAL = {Macroeconomic Dynamics},
+	YEAR = {2008},
+	volume = {12},
+	number = {Supplement S2},
+	pages = {285-313},
+	month = {September},
+}
+
+@techreport{DEPR2015,
+	Author = {Jason DeBacker and Richard W. Evans and Kerk L. Phillips and Shanthi Ramnath},
+	Institution = {Mimeo},
+	Title = {Estimating the Hourly Earnings Processes of Top Earners},
+	Year = {2015}}
+
+@TECHREPORT{Census:2015,
+  AUTHOR = {{Census Bureau}},
+  TITLE = {Annual Estimates of the Resident Population by Single Year of Age and Sex: April 1, 2010 to July 1, 2013 (both sexes)},
+  INSTITUTION = {U.S. Census Bureau},
+  YEAR = {2015},
+  type = {National Characteristics},
+  number = {Vintage 2013},
+  address = {http://www.census.gov/popest/data/national/asrh/2013/index.html},
+}
+
+@TECHREPORT{DeNardi:2015,
+	AUTHOR = {Mariacristina {De Nardi}},
+	INSTITUTION = {National Bureau of Economic Research},
+	MONTH = {April},
+	NUMBER = {No. 21106},
+	TITLE = {Quantitative Models of Wealth Inequality: A Survey},
+	type = {NBER Working Paper},
+	YEAR = {2015},
+}

code/StrEstPaper/LaTeXtemplates/LaTeX_projtemplate.tex

@@ -0,0 +1,176 @@
+\documentclass[letterpaper,12pt]{article}
+
+\usepackage{threeparttable}
+\usepackage{geometry}
+\geometry{letterpaper,tmargin=1in,bmargin=1in,lmargin=1.25in,rmargin=1.25in}
+\usepackage[format=hang,font=normalsize,labelfont=bf]{caption}
+\usepackage{amsmath}
+\usepackage{multirow}
+\usepackage{array}
+\usepackage{delarray}
+\usepackage{amssymb}
+\usepackage{amsthm}
+\usepackage{lscape}
+\usepackage{natbib}
+\usepackage{setspace}
+\usepackage{float,color}
+\usepackage[pdftex]{graphicx}
+\usepackage{pdfsync}
+\usepackage{verbatim}
+\usepackage{placeins}
+\usepackage{geometry}
+\usepackage{pdflscape}
+\synctex=1
+\usepackage{hyperref}
+\hypersetup{colorlinks,linkcolor=red,urlcolor=blue,citecolor=red}
+\usepackage{bm}
+
+
+\theoremstyle{definition}
+\newtheorem{theorem}{Theorem}
+\newtheorem{acknowledgement}[theorem]{Acknowledgement}
+\newtheorem{algorithm}[theorem]{Algorithm}
+\newtheorem{axiom}[theorem]{Axiom}
+\newtheorem{case}[theorem]{Case}
+\newtheorem{claim}[theorem]{Claim}
+\newtheorem{conclusion}[theorem]{Conclusion}
+\newtheorem{condition}[theorem]{Condition}
+\newtheorem{conjecture}[theorem]{Conjecture}
+\newtheorem{corollary}[theorem]{Corollary}
+\newtheorem{criterion}[theorem]{Criterion}
+\newtheorem{definition}{Definition} % Number definitions on their own
+\newtheorem{derivation}{Derivation} % Number derivations on their own
+\newtheorem{example}[theorem]{Example}
+\newtheorem{exercise}[theorem]{Exercise}
+\newtheorem{lemma}[theorem]{Lemma}
+\newtheorem{notation}[theorem]{Notation}
+\newtheorem{problem}[theorem]{Problem}
+\newtheorem{proposition}{Proposition} % Number propositions on their own
+\newtheorem{remark}[theorem]{Remark}
+\newtheorem{solution}[theorem]{Solution}
+\newtheorem{summary}[theorem]{Summary}
+\bibliographystyle{aer}
+\newcommand\ve{\varepsilon}
+\renewcommand\theenumi{\roman{enumi}}
+\newcommand\norm[1]{\left\lVert#1\right\rVert}
+
+\begin{document}
+
+\begin{titlepage}
+\title{Title of My Paper \thanks{You can put thanks here, affiliation here, anything you want here.}
+       }
+       \author{
+  Your Name\footnote{Your University, Your Department, Academic address, (???) ???-????, \href{mailto:[email protected]}{[email protected]}.} \\[-2pt]
+  \and
+  Other Name\footnote{Your University, Your Department, Academic address, (???) ???-????, \href{mailto:[email protected]}{[email protected]}.}}
+\date{March 2018 \\
+  \scriptsize{(version 18.03.a)}}
+\maketitle
+\vspace{-9mm}
+\begin{abstract}
+\small{Put abstract here.
+\vspace{3mm}
+
+\noindent\textit{keywords:}\: Static scoring, revenue estimates, dynamic scoring.
+
+\vspace{3mm}
+
+\noindent\textit{JEL classification:} D91, E21, H30
+}
+
+\end{abstract}
+\thispagestyle{empty}
+\end{titlepage}
+
+
+\begin{spacing}{1.5}{}
+
+\section{Introduction}\label{SecIntro}
+
+  Put introduction here. You'll probably want some references here like \citet{Auerbach:1996} or \citet{DEPR2015}. These citations use the \texttt{natbib} package above and require a call to the \texttt{bibliography} command just before the appendix section.
+
+
+\section{Model}\label{SecModel}
+
+  Put model description here.
+
+
+\section{Data}\label{SecData}
+
+  Put data description here.
+
+
+\section{Estimation}\label{SecEstimation}
+
+  Put estimation details here. You might want to use a table. Table \ref{TabTable1} is an example of a table generated by the code below.
+
+  \begin{table}[htbp] \centering \captionsetup{width=5.8in}
+    \caption{\label{TabTable1}\textbf{Percent change in macroeconomic variables over the budget window and in steady-state from policy change}}
+      \begin{threeparttable}
+      \begin{tabular}{>{\scriptsize}l |>{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r >{\scriptsize}r |>{\scriptsize}r >{\scriptsize}r}
+      \hline\hline
+      \multicolumn{1}{c}{\scriptsize{Macroeconomic}} & & & & & & & & & & & \multicolumn{1}{c}{\scriptsize{2016-}} & \\[-2mm]
+      \multicolumn{1}{c}{\scriptsize{variables}} & 2016  & 2017  & 2018  & 2019  & 2020  & 2021  & 2022  & 2023  & 2024  & 2025 & \multicolumn{1}{c}{\scriptsize{2025}} & \multicolumn{1}{c}{\scriptsize{SS}} \\
+      \hline
+      GDP & 0.54  & 0.50  & 0.55  & 0.91  & 0.90  & 1.02  & 1.03  & 1.02  & 1.03  & 1.22  & 0.87  & 1.40 \\
+      Consumption & 0.21  & 0.28  & 0.35  & 0.44  & 0.52  & 0.58  & 0.65  & 0.70  & 0.75  & 0.86  & 0.53  & 1.30 \\
+      Investment & 1.28  & 0.99  & 0.98  & 1.93  & 1.74  & 1.96  & 1.88  & 1.72  & 1.67  & 2.02  & 1.62  & 1.65 \\
+      Hours Worked & 0.83  & 0.71  & 0.73  & 1.25  & 1.16  & 1.27  & 1.23  & 1.15  & 1.13  & 1.37  & 1.08  & 1.27 \\
+      \hline
+      Avg. Wage & -0.29 & -0.21 & -0.19 & -0.35 & -0.26 & -0.26 & -0.20 & -0.13 & -0.09 & -0.15 & -0.21 & 0.13 \\
+      Interest Rate & 1.00  & 0.72  & 0.66  & 1.20  & 0.90  & 0.91  & 0.70  & 0.47  & 0.33  & 0.56 & 0.75  & -0.51 \\
+      \hline
+      Total Taxes & -3.59 & -2.42 & -3.10 & -8.23 & -8.21 & -8.36 & -8.32 & -8.53 & -8.89 & -8.27 & -6.71 & -7.43 \\
+      \hline\hline
+    \end{tabular}
+    % \begin{tablenotes}
+    %   \scriptsize{\item[]Note: Maybe put sources here.}
+    % \end{tablenotes}
+    \end{threeparttable}
+  \end{table}
+
+
+\section{Experiment}\label{SecExperiment}
+
+  Put experiment results here. You might want to include a figure. Here is a some figure code that generated Figure \ref{FigLogAbility}. Note that I put my images in an \texttt{images} folder in the directory of this \LaTeX file.
+
+  \begin{figure}[htb]\centering \captionsetup{width=4.0in}
+    \caption{\label{FigLogAbility}\textbf{Exogenous life cycle income ability paths $\log(e_{j,s})$ with $S=80$ and $J=7$}}
+    \fbox{\resizebox{4.0in}{2.7in}{\includegraphics{./images/ability_log_2D.png}}}
+  \end{figure}
+
+
+\section{Conclusion}\label{SecConclusion}
+
+  Put conclusion here.
+
+  \clearpage
+
+
+\end{spacing}
+
+
+\newpage
+\bibliography{LaTeX_projtemplate.bib}
+
+
+\newpage
+\renewcommand{\theequation}{A.\arabic{section}.\arabic{equation}}
+                                                 % redefine the command that creates the section number
+\renewcommand{\thesection}{A-\arabic{section}}   % redefine the command that creates the equation number
+\setcounter{equation}{0}                         % reset counter
+\setcounter{section}{0}                          % reset section number
+\section*{APPENDIX}                              % use *-form to suppress numbering
+
+\begin{spacing}{1.0}
+
+\section{Some Appendix}\label{AppSomeAppendix}
+
+  You can put appendices here at the end of the paper using section commands.
+
+
+
+
+\end{spacing}
+
+\end{document}

code/StrEstPaper/LaTeXtemplates/LaTeX_slides.tex

@@ -0,0 +1,98 @@
+\documentclass[11pt]{beamer}
+\usetheme{Darmstadt}
+\useoutertheme{split}
+\useoutertheme{miniframes}
+\usepackage{hyperref}
+\hypersetup{colorlinks, urlcolor=blue}
+\usepackage{bm}
+\usepackage{times}
+\usefonttheme{structurebold}
+\usepackage{array}
+\usepackage[english]{babel}
+\usepackage{amsmath,amssymb}
+\usepackage[latin1]{inputenc}
+
+%Code snippets and syntax highlighting
+\usepackage{listings}
+%Settings for Listings
+\lstset{
+  language=Python,
+  basicstyle=\ttfamily,
+  keywordstyle=\color{blue}\ttfamily,
+  stringstyle=\color{red}\ttfamily,
+  commentstyle=\color{green}\ttfamily,
+  morecomment=[l][\color{magenta}]{\#}
+}
+
+\usepackage{array}
+\usepackage{threeparttable}
+\usepackage{colortbl}
+\usepackage{multirow}
+\usepackage{amsthm}
+\usepackage{float,graphicx,color}
+\newtheorem*{thm}{Theorem}
+\theoremstyle{definition}
+%\numberwithin{equation}{section}
+\newtheorem*{defn}{Definition}
+\newcommand\boldline{\arrayrulewidth{1pt}\hline}
+\newcommand\ve{\varepsilon}
+
+
+\setbeamercovered{dynamic}
+
+\title[Short version of title]{Full version of title}
+\author[FirstAuthor and SecondAuthor]{\textbf{First Author} \and \textbf{Second Author}}
+\date{February 2019}
+
+
+\begin{document}
+
+\frame{\titlepage}
+
+
+\section{Intro}  % This puts a section heading at the top of the slides
+
+  \frame{
+  \frametitle{Introduction}
+    \begin{enumerate}
+      \item<1-> This is a numbered list
+      \item<2-> This second item in numbered list comes up on next click
+      \vspace{5mm}
+      \item<3-> The vspace command puts spaces between your items
+    \end{enumerate}
+    \begin{itemize}
+      \item<4-> Bulleted lists are also good
+      \item<4-> And you can set all the bullets to appear at once
+    \end{itemize}
+    \begin{block}<5->{Block (blue) and alertblock (red)}
+      The block and alertblock environment makes these nice boxes that add emphasis
+    \end{block}
+  }
+
+
+\section{Images}
+
+  \begin{frame}
+  \frametitle{Here is an image}
+    \begin{figure}[htb]\centering
+    \fbox{\resizebox{3.5in}{2.7in}{\includegraphics{images/ability_log_2D.png}}}
+    \end{figure}
+  \end{frame}
+
+
+\section{Tables}
+
+  \frame{
+  \frametitle{Here is a table}
+    \begin{tabular}{>{\small}c >{\small}l >{\small}r}
+      \hline\hline
+      Variable & Description & Value \\
+      \hline
+      $\beta$ & discount factor & 0.96 \\
+      $\alpha$ & capital share of income & 0.35 \\
+      \hline\hline
+    \end{tabular}
+  }
+
+
+\end{document}