Advanced Programming in Quantitative Economics
Introduction
This page contains the material for the course on Advanced Programming in Quantitative Economics at the Danish Graduate Program in Econometrics. This is a graduate program for Economics students at the University of Aarhus and the University of Copenhagen, in cooperation with CREATES.The course is taught in the week of 15-19 August 2011, at the University of Aarhus, by Henning Bunzel and myself.
The material for the course will be made available and/or updated for a large part during the week. Before that time, some of the links below may be missing.
Material
Material for the Programming course:| File | Explanation |
|---|---|
| Program | Program for the week |
| Exercise elim, e0_elim.ox | Initial exercise, to study before the course |
| lists.zip | List of files for students |
| start.ox | Template start.ox for starting new file |
| Day | Time | Lecture | Tutorial | Topics |
|---|---|---|---|---|
| Syntax | Syntax slides | |||
| Monday | Morning | Intro, Variables, Functions, Actions | ||
| Afternoon | Why, Elements, Droste | |||
| Tuesday | Morning | Steps, flow, recap of main concepts | ||
| Afternoon | Floating point, efficiency | |||
| Wednesday | Morning | Optimization, standard deviations | ||
| Afternoon | Restrictions, transformations, fixing pars | |||
| Thursday | Morning | Include, magic numbers, speed | ||
| Afternoon | - | Added capabilities, packages | ||
| Friday | Morning | Input/output, HF, Data selection | ||
| Afternoon | - | Speed 2, C, Fortran |
Installation material
- Download Ox installation files from http://www.doornik.com/
- Install optional packages like SsfPack, GnuDraw, OxUtils, DPD; for an overview of available packages, see http://www.doornik.com/download.html.
- For using GnuDraw, additionally install GnuPlot into c:\program files
Other material
An Ox users list is available at JiscMail.Another way of getting started with Ox is to study the Introduction to Ox by Jurgen Doornik and Marius Ooms.