Advanced Quantitative Economics with Python

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  • Thomas J. Sargent
  • John Stachurski
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  • Tools and Techniques

QuantEcon

Tools and Techniques¶

Lectures¶

  • Orthogonal Projections and Their Applications
    • Overview
    • Key Definitions
    • The Orthogonal Projection Theorem
    • Orthonormal Basis
    • Projection Using Matrix Algebra
    • Least Squares Regression
    • Orthogonalization and Decomposition
    • Exercises
    • Solutions
  • Continuous State Markov Chains
    • Overview
    • The Density Case
    • Beyond Densities
    • Stability
    • Exercises
    • Solutions
    • Appendix
  • Reverse Engineering a la Muth
    • Friedman (1956) and Muth (1960)
  • Discrete State Dynamic Programming
    • Overview
    • Discrete DPs
    • Solving Discrete DPs
    • Example: A Growth Model
    • Exercises
    • Solutions
    • Appendix: Algorithms
  • Previous topic About these Lectures
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