economics

问题 So beginner here at Python, using it for economic research. I am currently trying to run code to find the roots of a CES Function using the Newton-Ralphson Method (https://quanteconpy.readthedocs.io/en/latest/optimize/root_finding.html). However, I am running into an error here where it says "TypeError: unsupported operand type(s) for -: 'CPUDispatcher' and 'int'". I have no clue what this means (I am using Spyder for Python 3.8) so any help would be much appreciated. My code is attached

问题 So beginner here at Python, using it for economic research. I am currently trying to run code to find the roots of a CES Function using the Newton-Ralphson Method (https://quanteconpy.readthedocs.io/en/latest/optimize/root_finding.html). However, I am running into an error here where it says "TypeError: unsupported operand type(s) for -: 'CPUDispatcher' and 'int'". I have no clue what this means (I am using Spyder for Python 3.8) so any help would be much appreciated. My code is attached

问题 Sorry for too long post, but I had no choise! So the question is “can we establish a blockchain (precisely DAG) as an infrastructure of a cryptocurrency, which uses only Proof Of Stack to securing transactions?”. What are the flaws of this approach? The scenario is like that: I develop and release the prototype software and run the first node. As a founder and the first member of the network, I made a to-do list of future develops of that software. The goal is improve software and strengthen

问题 I'm currently trying to run a historical decomposition on my data series in R. I've read a ton of papers and they all provide the following explanation of how to do a historical decomposition: Where the sum on the right hand side is a "dynamic forecast" or "base projection" of Yt+k conditional on info available at time t. The sum on the left hand side is the difference between the actual series and the base projection due to innovation in variables in periods t+1 to t+k I get very confused

问题 I want to run a regression that calculates the estimated values for all levels of a factor variable. By default, Stata omits one dummy as a base level. When I use the allbaselevels option, it just shows a zero value for a base level: regress adjusted_volume i.rounded_time, allbaselevels SAS shows all the estimated values of categorical variables when the constant has been removed. How can i do the same thing in Stata? 回答1: The option allbaselevels is one of several display options , which can

问题 I would like to create a game where the players create differents products with different prices (call it offers), and I give them a certain number of customers (call it demands). Now, I want an algorithm to decid what's the market share of each players. Of course, I could just make mine right now, using random. But before doing this, I prefer to ask, because I'm sure that's a lot of people already tried to do this before me! My question is not really precise, it's because your answer doesn't

问题 For a school project I am trying to show that economies follow a relatively sinusoidal growth pattern. Beyond the economics of it, which are admittedly dodgy, I am building a python simulation to show that even when we let some degree of randomness take hold, we can still produce something relatively sinusoidal. I am happy with my data that I'm producing but now Id like to find some way to get a sine graph that pretty closely matches the data. I know you can do polynomial fit, but can you do

问题 For a school project I am trying to show that economies follow a relatively sinusoidal growth pattern. Beyond the economics of it, which are admittedly dodgy, I am building a python simulation to show that even when we let some degree of randomness take hold, we can still produce something relatively sinusoidal. I am happy with my data that I'm producing but now Id like to find some way to get a sine graph that pretty closely matches the data. I know you can do polynomial fit, but can you do

问题 I have year-wise annual data of GDP of 15 years from 2000-2015. I want to convert this data to monthly data, which only having month and year. I just want to copy the value of that year to all the months. How can I do this in R. e.g. in year 2010 value is 1708. I want to copy the same value for all the months of 2010. my data : > str(gdpnew) 'data.frame': 16 obs. of 3 variables: $ X : int 1 2 3 4 5 6 7 8 9 10 ... $ Date : Date, format: "2000-12-31" "2001-12-31" "2002-12-31" ... $ Value: num

问题 http://docs.scipy.org/doc/numpy-1.10.0/reference/generated/numpy.irr.html The link above works for me only when the pay period and compound period are in years. If they in months or quarters, I don't know how to use it. You will understand what I am saying, if you have knowledge about IRR, present value, future value, etc. The answer for IRR(Year) is 298.88% and I am getting 12.22% The time in column A is in years EXCEL FILE IMAGE: Excel File image import xlrd import numpy fileWorkspace = 'C: