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

Home Page: http://zhentaoshi.github.io/econ5170/

License: Other

R 6.25% Jupyter Notebook 90.55% Python 2.31% Julia 0.89% Batchfile 0.01%

economics econometrics r computation

econ5170's Introduction

The Chinese University of Hong Kong

Econ5170: Computational Methods in Economics (2020 Spring)

Outline

Part I: R
- Lecture 1: Basic R [pdf]
- Lecture 2: Advanced R [pdf]
Part II: Econometrics
- Lecture 3: Simulation and Integration [pdf1] [pdf2]
- Lecture 4: Numerical Optimization [pdf]
Part III: Machine Learning
- Lecture 5: From Nonparametrics to Machine Learning [pdf]
- Lecture 6: Prediction-Oriented Algorithms [pdf]

Lecture Notes

Lecture notes are provided under this root folder in *.pdf.

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

MUST
- R or Microsoft Open R
- R-Studio: local, cloud
Recommended
- Git
- Sign up Github

License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

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