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st: RE: code for dynamic programming


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: code for dynamic programming
Date   Thu, 1 Mar 2012 11:22:59 +0000

The code for -group1d- (SSC) (that's "1" (one) not the letter "l") uses a dynamic programming algorithm courtesy of John Hartigan's original FORTRAN, translated into my FORTRAN translated into some BASIC translated into Stata/Mata. 

I don't know what the Epstein-Zin utility is and I give no promises or predictions about how much it may help. 

If you're quite new to Stata this sounds a bit tough for a first programming problem. If you have expertise in one or more programming languages, much less so. 

Nick 
n.j.cox@durham.ac.uk 

Osei Kuffour Wiafe

I'm quite new to stata and I need help with coding a backward recursive
problem. It is in the form of the Epstein-Zin utility and similar to the
Bellman equation. I'd appreciate any other dynamic programming code which
would relate to what I am doing. That should give me a clue to finding my
solution. For now I have no idea where to begin!

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