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.