chenyang45 / econ5170

Econ 5170 @CUHK: Computational Methods in Economics (2017 Spring)

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The Chinese University of Hong Kong

Econ5170: Computational Methods in Economics (2017 Spring)

  • Time: January 10th - April 18th, every Tuesday 14:30 - 17:15
  • Venue: Esther Lee Bldg 204

Naijia Guo and Zhentao Shi co-teach Econ5170.

Zhentao covers the following topics. This README file will be updated as the course progresses. Code scripts will be provided.

Outline

  • Lecture 1: Basic R
  • Lecture 2: Advanced R
  • Lecture 3: Monte Carlo Simulation
  • Lecture 4: Numerical Integrations
  • Lecture 5: Numerical Optimization
  • Lecture 6: Machine Learning

Lecture Notes

Lecture notes are provided under the folder book_version.

Caveat: This is an ongoing writing project not ready to publish. The text is very incomplete, and must contain many errors. Use them at your own risk!

Programming Languages

  • R is the main language for demonstration.

Software Installation

License

All materials in this repository licensed under the Creative Commons Attribution-NonCommercial License 3.0.

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Econ 5170 @CUHK: Computational Methods in Economics (2017 Spring)


Languages

Language:TeX 85.5%Language:Stata 12.1%Language:R 2.4%