Slides and lecture notes from a 2019 course. TeX code for all documents is available from a git repository.
Online Text and Notes in Advanced Econometrics and Quantitative Techniques
A set of course materials that can be configured as undergraduate- or graduate-level, based around Jupyter notebooks. It discusses getting started with the Julia language, including setting up a Julia environment. It then works through many examples in economics. Each section of the material can be downloaded as a PDF using the buttons near the top of the text.
A set of course materials that can be configured as undergraduate- or graduate-level, based around Jupyter notebooks. It discusses setting up your own python programming environment, relevant software libraries and techniques, then works through many examples in economics. Each section of the material can be downloaded as a PDF using the buttons near the top of the text.
This is the archived support page for a course based on the textbook "Recursive Methods in Economic Dynamics" by Stokey, Lucas and Prescott. Note-form handouts from ten lectures are available. The course was given in Spring 2003, by Iván Werning of MIT.
Archived site for a graduate-level course that ran in Autumn 2013, with reading lists and detailed PDF notes from 26 lectures. The main text used is James D. Hamilton's "Time Series Analysis" and the top-level sections of the course are: Stationary Time Series, Multivariate Stationary Analysis, Univariate Non-Stationary Processes, Multivariate Non-Stationary, GMM and Related Issues, Likelihood Methods, and Bayesian Methods.
Archived from a graduate-level course in Fall 2013, this Open CourseWare site has detailed notes from all 12 lectures, as well as past problem sets. The main course text is Casella and Berger, "Statistical Inference".
Dynamic Pattern Synthesis is "a new mixed method that uses Cluster Analysis, Qualitative Comparative Analysis (QCA), and small-n time series data, to examine longitudinal change." This site makes available an e-book about this technique, along with supporting data files, for educational purposes. To get the files, users have to enter a name and email address and say why they want access.
This 116-page textbook was adapted from a series of handouts used in a graduate-level course in mathematics for economists. Downloadable as a PDF file, it has four chapters (Linear algebra, Calculus, Constrained Optimization and Dynamics) plus 14 pages of exercises. Economics applications are given throughout the text. The book is dated 1999.
This course web page is a syllabus with embedded links to .pdf readings. It supports a series of seminars in econometrics organised by James L. Powell University of California, Berkeley, in 2004.
This is an 85-page booklet (in PDF) of detailed explanation along with notes on readings and software. The document dates from July 2002 and was used in the first year of a PhD course. The fourteen content chapters contain material on the Generalized Method of Moments and Vector Autoregression among other topics.
This seminar was given 26 February 2009 as part of the PhD seminar series organised by the School of Economics and Finance of the University of St Andrews. Dr Pierre Cartigny, Director of the Joint Research Unit for Systems Analysis and Biometrics at INRA in Montpellier (France), addresses dynamical systems, stability, optimal control and differential games and their applications in Economics and Biology, in resource extraction in particular. Four videos are available in WMV format and last 30-60 minutes each. Six handouts of lecture slides are available in PDF.
Slides (as one large PDF), lecture notes (as one large PDF), problem sets and a couple of RStudio interactive apps from a course run in 2018.
This is a refresher PDF document summarising differentiation (including maxima and minima, partial differentiation and the Lagrangean multiplier) and integration with examples from economics. There are eight pages of content apart from the title page and an appendix summarising differentials and integrals of common functions.
Lecture notes and class exercises from an Intro to Stata course taught in 2010, based on a course previously taught by Michael McMahon.
From a Summer Institute mini-course run by the National Bureau of Economic Research in 2007, this is a set of resources from each of 15 lectures, including video (usually 1hr long and hosted on Google Video) as well as handouts and slides. This link goes to Economics Network's index of these materials.
From an MSc course in Summer 2007, this 65-page PDF document has detailed lecture notes and graphs, arranged in nine content chapters and a reading list.
This Fall 2004 course site has 15 sets of lecture notes and three problem sets, all in .pdf. The course "begins with static portfolio choice, reviews the capital asset pricing model (CAPM), then develops dynamic equilibrium asset pricing theories and studies some of the puzzles in Financial economics and proposed solutions. Finally, the course discusses market microstructure and behavioral asset pricing." This link is to Archive.org's copy of the site.
This is part of an archive of freely available graduate-level econometrics teaching materials, to which the author invites contributions. "While the theory is presented in a form general enough to accommodate dependent data, most examples suppose independent observations. The first half of the course focuses on linear models, the second half on nonlinear models and other extensions."
This advanced course web page includes a syllabus, past exams, lecture notes, and problem sets with solutions - all in .pdf. It supports a course on Mathematical Tools for Economists as taught by Robert M. Anderson of University of California, Berkeley as taught in 2006/7.
This set of talks was given on 8 January 2009 as part of the PhD seminar series organised by the School of Economics and Finance of the University of St Andrews. Prof. Thomas Lux speaks on how economic systems can be seen as evolutionary models, where agents interact with each other and a selection process favours the most successful. He introduces underlying dynamical systems as well as the necessary game theoretic concepts. Video can be downloaded in WMV format and presentation slides / handouts are also available.