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Econ5170@CUHK: Computational Methods in Economics (2020 Spring)

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The Chinese University of Hong Kong

Econ5170: Computational Methods in Economics (2019 Spring)

  • Time: Every Thursday 9:30--12:15, except public holidays
  • Venue: Esther Lee Building 304

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

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 incomplete, and may 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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Econ5170@CUHK: Computational Methods in Economics (2020 Spring)

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  • Jupyter Notebook 90.9%
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