Description Links
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
QuantEcon Lectures and computational tools for modern macroeconomics and data science
by Tom Sargent, John Stachurski and the team
Python, Julia
Econ-ARK Open-source toolkit for macroeconomic heterogeneous agent models
by Christopher Carroll and the team
Open Source Macroeconomics Lab Summer Boot camps in computational economics at University of Chicago
by Richard Evans and invited lecturers
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
Structural Econometrics course Lecture slides and video , with some coded examples
by Robert A. Miller
Numerical Methods in Economics course Lecture slides and video , with coded examples
by Ken Judd
Computational Economics for PhDs course Slides and video for the course taught at Sciences Po
by Florian Oswald
Programming and Numerical Analysis course taught at the Copenhagen University
by Jeppe Druedahl and Christian Langholz Carstensen
FinanceAndPython Short courses on finance, data science and business analytics in Python
by Sean McOwen
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)
Introduction to Deep Learning Short introductory course, slides and code
by Simon Scheidegger
Computer code for published and working papers
by Serguei Maliar and coauthors
Computer code from various articles, collected on the personal website
by Victor Aguirregabiria and referenced authors
Matlab, Python, Julia, Gauss
Lectures on dynamic programming and econometrics posted on YouTube
by Bertel Schjerning
Matlab, Python
Lectures and short videos on numerical and machine learning methods, posted on YouTube
by Anders Munk-Nielsen
Matlab, Python
Dynamic programming and optimization in a series of blog posts with open source code
by Patrick Kofod Mogensen