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