Anyone have a working BBL implementation?

Specific Domains Finance and Economics
1

Do any empirical IO folks on here have a working implementation of the BBL algorithm (Victor Aguirregabiria's Website - Computer Code) ?

  • I did download the BBL code from there
  • I now have GAUSS25. Erm…yeah.
  • I find it very hard to compile the x86_64 C library which they plug into it on my M1 macbook (which is ARM). I mean, I got a toolchain which seems to run, but I still get '/Users/floswald/Downloads/bajari_benkard_levin/libwproc.so' (not a mach-o file)
  • trying to run their code seems impossible. any hints? anyone ever seen a julia version of that?