This page contain accompanying code for papers and other miscellaneous.
StructuralEstimation: Accompanying code for “Structural Estimation of Continuous Choice Models: Evaluating the EGM and MPEC“
SchumakerSpline: This is Schumaker’s (1983) pice-wise cubic spline for scalar function interpolation
BVNcdf: Matlab and C (mex) implementation of the bivariate normal CDF. Much faster than the build in Matlab mvncdf(). Accurate to double precision