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llorracc committed Sep 22, 2024
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Dear [person]:

The next phase of the Econ-ARK project is to develop something like the DYNARE `mod file` standard, but capable of representing ANY Markov decision problem (including, but not limited to, any Bellman problem). The chief purpose of this email is to ask if you would be willing to advise us as we pursue this goal.
The next phase of the Econ-ARK project is to develop something like the DYNARE `mod file` standard, but capable of representing ANY Markov decision problem (including, but not limited to, any Bellman problem).

- The chief purpose of this email is to ask if you would be willing to advise us as we pursue this goal.

You can find a detailed overview of what we have done and what we intend to do in our [roadmap](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md).

The role we hope you will play is as a member of the [working-group](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md). Briefly, we will engage with working group members jointly via occasional (every 2-3 months) Zoom meetings, via an in-person meeting (maybe before next year's CEF meetings in Costa Rica), and to the extent convenient for each working group member, one-on-one as we try to implement your ideas.
The role we hope you will play is as a member of the [working-group](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md). Briefly, we will engage with working group members jointly via occasional (every 2-3 months) Zoom meetings, via an in-person meeting (maybe just before next summer's CEF meetings in Costa Rica), and (to the extent convenient for each working group member), one-on-one as we try to implement your ideas.

If you agree to join the working group, we have one more ask.

We are applying for a grant from the Sloan Foundation, and Sloan's guidelines say: "If the success of the project depends on the support of key figures or institutions other than the project lead or project team, the proposal must include an appendix with a letter from each, articulating the nature of their relationship to the project and their understanding of the role they expect to play in the project’s success." The letter should be addressed to Daniel L. Goroff, Economics Program Director, Alfred P. Sloan Foundation, and can be short, perhaps even just saying something like, "I have agreed to serve on the Econ-ARK [working group](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md) and expect that I will be able to fulfill the duties expected of me in that capacity." Naturally, if you want to be more effusive, we would not object.
We are applying for a grant from the Sloan Foundation, and Sloan's guidelines say: "If the success of the project depends on the support of key figures or institutions other than the project lead or project team, the proposal must include an appendix with a letter from each, articulating the nature of their relationship to the project and their understanding of the role they expect to play in the project’s success." The letter should be addressed to Daniel L. Goroff, Economics Program Director, Alfred P. Sloan Foundation.

- Your letter can be short, perhaps even just saying something like, "I have agreed to serve on the Econ-ARK [working group](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md) and expect that I will be able to fulfill the duties expected of me in that capacity." Naturally, if you want to be more effusive, we would not object.

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# Working Group on Modeling Language Development
# Working Group on Model Development

## [Econ-ARK](https://econ-ark.org/) is developing a
[*modeling language*](https://ampl.com/wp-content/uploads/amlopt.pdf)
for representing dynamic structural models.
A critical part of the [roadmap](https://github.com/econ-ark/OverARK/blob/master/roadmap/past-and-future.md#how-were-going-to-do-it) for the development of the [Econ-ARK](https://econ-ark.org/) [*modeling language*](https://ampl.com/wp-content/uploads/amlopt.pdf) is engagement with respected members of the profession who can provide us guidance and feedback.

An essential requirement for this plan to be successful is that we draw on the wisdom of experts in the profession who can provide us with feedback and constructive criticism as our plans evolve.
Here are some details about how we expect to engage with the "working group" we will form to that end.

- Will *organize a workshop to present preliminary version* of the
language to a working group and solicit feedback. Funding for this
event is requested in the grant.
- Zoom consultations once every 2-3 months to describe our progress and solicit feedback

- HARK doesn't formally represent models internally. Will develop
model specification for HARK to inform language design. *This will
not restrict the modeling language*.
- Attendance (ideally, in person; if necessary, electronically) in a workshop, maybe in the spring or summer of 2025, at which we will present our preliminary rough sketch of the modeling language framework, and ask the participants to help us formulate an agenda for where to go.

- Language will have explicit separation of representation of the
"pure mathematical" or "Platonic ideal" model vs computational
implementation.
- To the extent feasible and convenient for each working group member, followup engagement after Zoom meetings or the in-person conference to pursue recommendations or ideas developed in these venues

- Economics is not immune to "failure to replicate," and the reasons
can be subtle. There are well-known examples papers in top journals
whose results were reversed by due to issues with numeric methods.

- Frontier models have features that make solution not "well behaved"
(e.g. discrete-continuous choice). "Most interesting" papers might
be most susceptible to hard-to-detect numeric complications.

- Even without any new software, a common format for representing
choices about numeric integrals, discretized state spaces, etc is a
big step in the right direction.

- Greatly reduces burden on reader / evaluator to understand what was
*actually done*-- the *first prerequisite* to independently
reproducing the work.

- Some top journals use a ["data
editor"](https://www.econometricsociety.org/publications/es-data-editor-website)
who tries to reproduce results in accepted papers, using the
authors' own files. Reproduces paper results; does *not* address
robustness.

- "Robustness checks" in refereeing focus on model specification, not
numeric details.

- Systematic representation / documentation of computational methods
(etc) could make it feasible to *actually* investigate whether and
how "hidden choices" affect conclusions.

- There is no "standard software" in structural modeling, nor standard
*anything*. Other than well known numeric packages (`numpy`,
`lapack`), researchers hand code everything.

- Some economists publish toolkits for solving particular types of
models or handling a specific method, but there's no commonality
among them or way to link them.

- Some software tools are "inherited" from adviser or coauthors; need
to be an "insider".

- Some overlap among toolkit capabilities. How does their output
compare when given *exact same* problem? Currently no easy way to
specify "exact same".

- Includes AI / deep learning platforms not specifically designed for
economics.

- Common platform for interacting with multiple toolkits would
accelerate research.

- Economists are independent and opinionated. The kinds of economists
who will be invited to the workshop have strong opinions about the
topic and want to be included.

- Dynamic models are diverse, many with some "unusual" feature. It
would not be reasonable for a small team to "get everything"
*without significant outside feedback*.

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