Computing for Economists Workshop

Lars Vilhuber, with Flavio Stanchi, Sylverie Herbert, Jean-Francois Houde
2017/8/14-2017/8/15

(the third day 2017/8/16 is optional, participate only if you are NOT doing TA training)

Location: Ives 111 | Time: 9:00 - 4:00 p.m. (we will typically end earlier)

Registration | Goals | Requirements

Goal

The goal of this workshop is to showcase computer-oriented techniques and tools for economics students, from basic command line tools on Linux and Mac to version control to optimization and parallelization techniques for high-performance computing. The goal is NOT to teach a full course on SAS, Stata, Matlab, R, Python, MPI, Fortran, etc. - there are other classes for that. We will teach just enough of each programming language to be able to highlight additional techniques (for SAS, Python, and Matlab, we will have specialized workshops on each in a bit more depth, if requested). This workshop is designed to open your eyes to the possibilities, scratching the surface, but mostly not diving into any particular depths. Follow-on short courses may solve those needs. For specific programming languages, we point to offerings elsewhere on campus, for instance at CISER. more

We highlight that this is a workshop - we will work on problems as a group, drawing on expertise in the room as needed. If you have a specific question, and want to work on it, we may do so. If you want to primarily listen, that's fine too.

Target group

Second year Ph.D. in Economics and higher, or other social sciences. If you haven't taken the course in the past, or want a refresher, you should participate

Requirements

  • Working knowledge of at least one statistical programming language (R, SAS, Stata, Matlab, Gauss) - the specific languange is not important.
  • Bring your laptop to class!

Setup

Tentative Agenda - Day 1

Tentative Agenda - Day 2

Tentative Agenda - Day 3 (optional)

(note: Day 3 is optional - it overlaps with TA training, and the latter takes precedence)

  • 9:00-11:00 Introduction to Julia - parallel processing in Julia - GMM in Julia (Jin + JF)
  • 11:00-12:00 CHOICES (tentative)
  • 12:00 Workshop ends

Additional resources

Source