Homework 9¶

Tasks¶

Part 1¶

Read Chapter 29 of this notes for an accessible intro to OOP in Python.

Part 2¶

Read the statsmodels docs on specifying custom state space models here. Type and execute the code for Model 1 and 2 as presented. Make the necessary changes to Model 1 to estimate a time-varying parameter model with only one regressor. Simulate data with that model and use your custom model to estimate it. This is the only part of this homework you need to submit.

Part 3¶

Read through this post in stackoverflow. Type and run all example code.

Submission¶

Submit as a jupyter notebook in the folder HW9 in your repository at https://github.com/PhDEcon108.

Homework 9

Contents