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econ5170's Introduction

The Chinese University of Hong Kong

Econ5170: Computational Methods in Economics (2018 Spring)

  • Time: Every Wednesday 14:30 - 17:15, except public holidays
  • Venue: Wong Foo Yuan Building (FYB) 107A

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 (Jan 10): Basic R
  • Lecture 2 (Jan 17): Advanced R
  • Lecture 3 (Feb 7): Monte Carlo Simulation
  • Lecture 4 (Feb 14): Numerical Integrations
  • Lecture 5 (Feb 28): Numerical Optimization
  • Lecture 6 (Mar 7): 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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