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:File | Explanation |
---|---|
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
- 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.
Earlier courses (with possibly missing links): 2011, 2010, 2009.