Advanced Programming in Quantitative Economics

Introduction

This page contains the material for the course on Advanced Programming in Quantitative Economics at the Danish Graduate Program in Econometrics. This is a graduate program for Economics students at the University of Aarhus and the University of Copenhagen, in cooperation with CREATES.

The course is taught in the week of 15-19 August 2011, at the University of Aarhus, by Henning Bunzel and myself.

The material for the course will be made available and/or updated for a large part during the week. Before that time, some of the links below may be missing.

Exam

The exam will be made available here.

Material

Material for the Programming course:
FileExplanation
Program Program for the week
Exercise elim, e0_elim.ox Initial exercise, to study before the course
ge6.ox Gauss elimination program, morning session
ibm0908tick.zip IBM Tick data, September 2008
ibmexam.zip, exdk11.pdf IBM Tick data, December 2010, and genreacd, with exam
fxukjpdm.mat FX exchange rate data fxukjpdm.mat
genrdur.fmt Some generated duration data (1000 rows with y, x1, x2)
maxols.ox, maxolspath.ox The result of Thursday morning, path search
transpar.zip, exertranspar.pdf, Transforming parameters, temporarily available
lists.zip List of files for students
start.ox Template start.ox for starting new file
nedit.rc Nedit settings file, place in $HOME/.nedit. Includes all kinds of settings for Ox and LaTeX, on Linux
DayTime Lecture Tutorial Topics
Syntax PDF Syntax slides
MondayMorning PDF PDF Intro, Variables, Functions, Actions
Afternoon PDF PDF Why, Elements, Droste
TuesdayMorning PDF PDF Steps, flow, recap of main concepts
Afternoon PDF PDF Floating point, efficiency
WednesdayMorning PDF PDF Optimization, standard deviations
Afternoon PDF PDF Restrictions, transformations, fixing pars
ThursdayMorning PDF PDF Include, magic numbers, speed
Afternoon PDF - Added capabilities, packages
FridayMorning PDF PDF Input/output, HF, Data selection
Afternoon PDF - Speed 2, C, Fortran
All zip zip

Installation material

Other material

An Ox users list is available at JiscMail.

Another way of getting started with Ox is to study the Introduction to Ox by Jurgen Doornik and Marius Ooms.


[Main page] [Top]
Last change: 18/8/2011