If you click on the tweet below, you will get a conversation on open source options (essentially Python, Julia, and R) for students interested in getting started with structural estimation:
For the structural estimation folks: for students starting from scratch, what would be the recommended open source alternative to Matlab to learn programing estimation routines (e.g., like Nevo 2000)? Julia?
— Cyrus Samii (@cdsamii) January 26, 2020
Among other things, people pointed to the following resources to get you started:
– [https://quantecon.org/](https://quantecon.org/)
– [https://pyblp.readthedocs.io/en/stable/](https://pyblp.readthedocs.io/en/stable/)