rational-expectations

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andrea-luciani / bimets

Time Series And Econometric Modeling In R

r time-series econometrics optimal-control structural-equation-modeling stochastic-simulation simultaneous-equations econometric-modeling simultaneous-equation-model rational-expectations

Updated Nov 3, 2025
R

siruizou2005 / Plott-Sunder-1982

Star

Replication package for “Trading Direction and Price Discovery: Human Evidence and LLM Experiments”: hand-transcribed Plott–Sunder (1982) transactions, LLM market-experiment outputs, and code that regenerates every table and figure.

reproducible-research price-discovery agent-based-simulation experimental-economics replication-package double-auction market-design insider-trading information-aggregation large-language-models llm-agents experimental-finance rational-expectations asset-markets plott-sunder

Updated Oct 5, 2026
Python

siruizou2005 / Plott-Sunder-1982-LLM

Star

LLM agents in place of human subjects in Plott & Sunder (1982)'s five insider-information markets, plus three new controls. Engine, JSONL logs, replay viewer.

market-microstructure agent-based-simulation experimental-economics replication-study information-aggregation llm-agents deepseek rational-expectations

Updated Aug 9, 2026
Python

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