Great, you are interested in contributing to the package.

To get acquainted with the code base, you can check out our issue tracker for some immediate and clearly defined tasks. For more involved contributions, please see our roadmap below. All submissions are required to follow this project-agnostic contribution guide


We aim for improvements to the grmpy package in four domains: Objects of Interest, Estimation Methods, and Numerical Methods.

Objects of Interest

  • adding marginal surplus and marginal cost parameters as presented by [9]

Estimation Methods

  • implement polynomial and local-instrumental variable estimation as outlined by [16]
  • implementing capability to control for unobservables by adding a factor structure assumption as in [8]

Program Structure

  • refactoring code to incorporate elements of object-oriented programming

Numerical Methods

  • exploring alternative optimization algorithms to address large estimation tasks