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. Some Probability Distributions
- 10. LLN and CLT
- 11. Two Meanings of Probability
- 12. Multivariate Hypergeometric Distribution
- 13. Multivariate Normal Distribution
- 14. Fault Tree Uncertainties
- 15. Introduction to Artificial Neural Networks
- 16. Randomized Response Surveys
- 17. Expected Utilities of Random Responses
Bayes Law
Statistics and Information
- 21. Likelihood Ratio Processes
- 22. Mean of a Likelihood Ratio Process
- 23. A Problem that Stumped Milton Friedman
- 24. A Bayesian Formulation of Friedman and Wald’s Problem
- 25. Exchangeability and Bayesian Updating
- 26. Likelihood Ratio Processes and Bayesian Learning
- 27. Incorrect Models
- 28. Bayesian versus Frequentist Decision Rules
Linear Programming
Introduction to Dynamics
Search
- 39. Job Search I: The McCall Search Model
- 40. Job Search II: Search and Separation
- 41. Job Search III: Fitted Value Function Iteration
- 42. Job Search IV: Correlated Wage Offers
- 43. Job Search V: Modeling Career Choice
- 44. Job Search VI: On-the-Job Search
- 45. Job Search VII: A McCall Worker Q-Learns
- 46. Job Search VII: Search with Learning
Consumption, Savings and Capital
- 47. Cass-Koopmans Model
- 48. Cass-Koopmans Competitive Equilibrium
- 49. Cass-Koopmans Model with Distorting Taxes
- 50. Two-Country Model with Distorting Taxes
- 51. Transitions in an Overlapping Generations Model
- 52. Cake Eating I: Introduction to Optimal Saving
- 53. Cake Eating II: Numerical Methods
- 54. Optimal Growth I: The Stochastic Optimal Growth Model
- 55. Optimal Growth II: Accelerating the Code with Numba
- 56. Optimal Growth III: Time Iteration
- 57. Optimal Growth IV: The Endogenous Grid Method
- 58. The Income Fluctuation Problem I: Basic Model
- 59. The Income Fluctuation Problem II: Stochastic Returns on Assets
LQ Control
Multiple Agent Models
Asset Pricing and Finance
Data and Empirics