Intermediate Quantitative Economics with Python#
This website presents a set of lectures on quantitative economic modeling.
Tools and Techniques
Elementary Statistics
- 8. Elementary Probability with Matrices
- 9. LLN and CLT
- 10. Two Meanings of Probability
- 11. Multivariate Hypergeometric Distribution
- 12. Multivariate Normal Distribution
- 13. Fault Tree Uncertainties
- 14. Introduction to Artificial Neural Networks
- 15. Randomized Response Surveys
- 16. Expected Utilities of Random Responses
Linear Programming
Introduction to Dynamics
Search
Consumption, Savings and Capital
- 34. Cass-Koopmans Model
- 35. Cass-Koopmans Competitive Equilibrium
- 36. Cake Eating I: Introduction to Optimal Saving
- 37. Cake Eating II: Numerical Methods
- 38. Optimal Growth I: The Stochastic Optimal Growth Model
- 39. Optimal Growth II: Accelerating the Code with Numba
- 40. Optimal Growth III: Time Iteration
- 41. Optimal Growth IV: The Endogenous Grid Method
- 42. The Income Fluctuation Problem I: Basic Model
- 43. The Income Fluctuation Problem II: Stochastic Returns on Assets
Bayes Law
Information
- 47. Job Search VII: Search with Learning
- 48. Likelihood Ratio Processes
- 49. Computing Mean of a Likelihood Ratio Process
- 50. A Problem that Stumped Milton Friedman
- 51. Exchangeability and Bayesian Updating
- 52. Likelihood Ratio Processes and Bayesian Learning
- 53. Incorrect Models
- 54. Bayesian versus Frequentist Decision Rules
LQ Control
Multiple Agent Models
Asset Pricing and Finance
Data and Empirics