High-performance computing for Economists

Lars Vilhuber, with Flavio Stanchi, Sylverie Herbert
2016/8/15-2016/8/17

Time: 9:00 - 5:00 p.m. (we will typically end earlier)

Location: Ives 105

Goal

The goal of this class is to showcase high-performance techniques and tools for economics students. The goal is NOT to teach a full course on SAS, Stata, Matlab, R, 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 and Matlab, we will teach specialized workshops on each in a bit more depth) This course 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.

Target group

Second year Ph.D. in Economics or other social sciences.

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!

Tentative Agenda - Day 1

Tentative Agenda - Day 2

Tentative Agenda - Day 3

  • 9:00-11:00 Going beyond statistical programming languages: compilers, libraries, and virtual machines - setting up an Amazon EC2 server (live) (more in-depth tutorial)
  • 11:00-12:00 CHOICES (tentative)
  • 12:00 Workshop ends

Additional resources

Source