Advanced Programming in Quantitative Economics

Introduction

This page contains the material for the course on Advanced Programming in Quantitative Economics at the Aarhus Summer University, and (formerly?) part of 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 20-24 August 2012, at the University of Aarhus, by Henning Bunzel and myself.

The material for the course may be updated during the week. Before that time, some of the links below may be missing.

Material

Material for the Programming course:
FileExplanation
Program Program for the week
Lecture Lecture slides
Tutorial Tutorial slides
Syntax Syntax slides
e0.pdf, e0.ox Initial exercise, to study before the course
lists.zip List of files for students
start.ox Template start.ox for starting new file
Class programs
ge0.ox, ge1.ox, ge1bs.ox Gaussian elimination files, as typed in Monday morning/afternoon class.
durat0.ox, genrdur.zip Duration data
estmldurtr.ox Duration estimation, including transformation and analytical scores
Day 4 PDFs
L4A, P4A, L4B, P4B Updated lecture and practical slides
Day 5 PDFs
L5A, P5A, L5B Updated lecture and practical slides
Exam
exdk12.pdf The exam

Installation material

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.

Earlier courses (with possibly missing links): 2011, 2010, 2009.