Tools and Techniques for Computational Economics

This website presents a set of lectures on the tools and techniques required to study computational economics.

Linear Algebra

• 1. Linear Algebra
• 2. QR Decomposition
• 3. Circulant Matrices
• 4. Singular Value Decomposition (SVD)
• 5. Classical Control with Linear Algebra
• 6. Classical Prediction and Filtering With Linear Algebra

Linear Programming

• 7. Linear Programming
• 8. Optimal Transport
• 9. Von Neumann Growth Model (and a Generalization)

Solution Methods

• 10. Using Newton’s Method to Solve Economic Models
• 11. Discrete State Dynamic Programming

Time Series Models

• 12. VARs and DMDs
• 13. Finite Markov Chains
• 14. Continuous State Markov Chains
• 15. Covariance Stationary Processes
• 16. Estimation of Spectra
• 17. Additive and Multiplicative Functionals

Risk, Model Uncertainty and Robustness

• 18. Risk and Model Uncertainty
• 19. Etymology of Entropy
• 20. Robustness
• 21. Robust Markov Perfect Equilibrium

Other

• 22. Troubleshooting
• 23. References
• 24. Execution Statistics