Add AF and AMN estimators with a shared control-function correction#89

Merged

hmgaudecker merged 163 commits into

mainfrom

Jun 30, 2026

Commits on Apr 15, 2026

Add Antweiler-Freyberger (2025) iterative quadrature estimator.

hmgaudecker
and
claude
committed
Wire transition function into AF likelihood with shock integration.

hmgaudecker
and
claude
committed
Add long_running test comparing AF and CHS on MODEL2 data.

hmgaudecker
and
claude
committed
Use same uninformed start values for AF and CHS in comparison tests.

hmgaudecker
and
claude
committed
Add transition constraints, LogSumExp, fix MODEL2 convergence.

hmgaudecker
and
claude
committed
Implement AF investment equation for endogenous factors.

hmgaudecker
and
claude
committed
Wire start_params argument through AF estimation pipeline.

hmgaudecker
and
claude
committed
Add posterior state extraction for AF via get_filtered_states().

hmgaudecker
and
claude
committed
Fix 5 issues from code review.

hmgaudecker
and
claude
committed

Commits on Apr 22, 2026

Commits on Apr 23, 2026

Commits on Apr 27, 2026

Commits on Apr 29, 2026

Match MATLAB normalisations exactly in MATLAB-CES/translog comparison.

hmgaudecker
and
claude
committed

Commits on Apr 30, 2026

Use pinv for AF inference's information-matrix inversion.

hmgaudecker
and
claude
committed

Commits on May 6, 2026

Commits on May 8, 2026

Commits on May 9, 2026

Commits on May 10, 2026

Commits on May 11, 2026

Commits on May 12, 2026

AF: honour within-step equality constraints

hmgaudecker
and
claude
committed

Commits on May 13, 2026

Commits on May 14, 2026

Commits on May 15, 2026

Commits on May 17, 2026

af: defer device→host materialisation to AFEstimationResult.to_numpy()

hmgaudecker
and
claude
committed

Commits on May 19, 2026

af: remove jaxopt optimizer backend

hmgaudecker
and
claude
committed
docs: drop jaxopt backend references

hmgaudecker
and
claude
committed

Commits on Jun 10, 2026

.gitmodules: use HTTPS URL for ai-instructions submodule

hmgaudecker
and
claude
committed

Commits on Jun 14, 2026

Commits on Jun 15, 2026

Commits on Jun 17, 2026

Commits on Jun 18, 2026

Commits on Jun 19, 2026

Commits on Jun 23, 2026

Commits on Jun 24, 2026