Collection of publicly available learning resources in computational economics and structural modeling
Description | Links | |
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DSE summer schools Slides and code from the Econometric Society summer schools in Dynamic Structural Econometrics by many lecturers including John Rust, Michael Keane, Victor Aguirregabiria, Arial Pakes Matlab, Python |
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QuantEcon Lectures and computational tools for modern macroeconomics and data science by Tom Sargent, John Stachurski and the team Python, Julia |
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Econ-ARK Open-source toolkit for macroeconomic heterogeneous agent models by Christopher Carroll and the team Python |
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Open Source Economics A set of economic modeling packages and tools for development, analysis, and application of computational economic models. by Philipp Eisenhauer, Gregor Boehl, Janos Gabler, Annica Gehlen and the team Python |
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NumEconCopenhagen Course in programming and numerical analysis at the Copenhagen University by Jeppe Druedahl and Christian Langholz Carstensen Python |
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Open Source Macroeconomics Lab Summer Boot camps in computational economics at University of Chicago by Richard Evans and invited lecturers Python |
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MacOS setup guide Excellent collection of tricks on how to set up a new Mac by Sourabh Bajaj + community MacOS |
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Structural Econometrics course Lecture slides and video , with some coded examples by Robert A. Miller Python |
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Numerical Methods in Economics course Lecture slides and video , with coded examples by Ken Judd |
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Computational Economics for PhDs course Slides and video for the course taught at Sciences Po by Florian Oswald Julia |
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Programming and Numerical Analysis course taught at the Copenhagen University by Jeppe Druedahl and Christian Langholz Carstensen Python |
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FinanceAndPython Short courses on finance, data science and business analytics in Python by Sean McOwen Python |
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CSCS-USI HPC Summer School 2020 Lecture slides and code for the online course on high power computing, machine learning and data analytics at The Swiss National Supercomputing Centre (ETH Zurich / CSCS) and Università della Svizzera italiana (USI) Python |
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Introduction to Deep Learning Short introductory course, slides and code by Simon Scheidegger Python |
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Computer code for published and working papers by Serguei Maliar and coauthors Matlab |
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Computer code from various articles, collected on the personal website by Victor Aguirregabiria and referenced authors Matlab, Python, Julia, Gauss |
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Lectures on dynamic programming and econometrics posted on YouTube with lecture notes on Github by Bertel Schjerning Matlab, Python |
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Lectures and short videos on numerical and machine learning methods, posted on YouTube by Anders Munk-Nielsen Matlab, Python |
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Dynamic programming and optimization in a series of blog posts with open source code by Patrick Kofod Mogensen Julia |
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Матан и Диффуры Lecture notes in mathematical analysis and differential equations (in Russian) by Илья Щуров |