ECG790C - Computational
Methods in Economics –Spring 2008
Withers 150 - MW 3:00 – 4:15
Prof. Paul L. Fackler
4344 Nelson, 515-4535
Office Hours: Wed. 1:30-2:30 or by appointment
COURSE INFORMATION
Course
Syllabus
MATLAB Primer (Download Primer M-files)
Textbook and Computer Code
Useful Internet
Links
READINGS
Notes on
Matrix Calculus
“Sparse Matrices in MATLAB: Implementation and Design”
Paper
on problems arising from inaccurate Normal CDF
MATLAB’s
RAND Function (see also this Technical
Note)
MATLAB’s
RANDN Function
Non-Uniform
Random Variate Generation, Luc Devroye
“Large
Sample Properties of Weighted Monte Carlo Estimators,” Paul Glasserman and
Bin Yu
Notes
on PDEs (code
for demo)
SOFTWARE
Global
Optimization Software
Optimal
Switching Model Solver
Documentation
for Rational Expectations Solver
HOMEWORK (posted when assigned)
HW 1 Answers
HW 2 Answers
HW 3 Answers
HW 4 Answers
HW 5 Answers
QUIZZES
Quiz 1 Answers
Quiz 2 TreasuryData Answers
Quiz 3 Answers
Quiz 4 Answers
Quiz 5 Answers