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Quantitative Economics

This website presents a series of free lectures on quantitative economic modeling, designed and written by John Stachurski and Thomas J. Sargent. The primary programming language is Python.

Table of Contents

• Introduction
• Part 1: Programming in Python
  • About Python
  • Setting up Your Python Environment
  • An Introductory Example
  • Python Essentials
  • Object Oriented Programming
  • How it Works: Data, Variables and Names
  • Advanced Features
    
• Part 2: The Scientific Libraries
  • NumPy
  • SciPy
  • Matplotlib
  • Pandas
  • IPython
    
• Part 3: Introductory Applications
  • Finite Markov Chains
  • Shortest Paths
  • A First Look at the Kalman Filter
  • Schelling’s Segregation Model
  • LLN and CLT
  • Infinite Horizon Dynamic Programming
    
• Part 4: Advanced Applications
  • Continuous State Markov Chains
  • Modeling Career Choice
  • On-the-Job Search
  • Search with Offer Distribution Unknown
  • Optimal Savings
  • Linear Stochastic Models
  • Estimation of Spectra
  • Optimal Taxation
    
• Solutions to Exercises
• Useful Resources
• References
  

书可以从http://quant-econ.net/ 直接下载.

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关键词：Quantitative QUANTITATIV Economics Economic econom 电子书

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