AEM 7130 - [Dynamic Optimization]

Spring. Not offered: 2021-2022. Next offered: 2022-2023. 3 credits. Letter grades only.

Prerequisite: ECON 6090 and ECON 6170.

I. Rudik.

This is an applied course in computation for economists. The course covers an introduction to coding, version control, rootfinding, optimization, function approximation, high dimensional estimation problems, and methods for approximating and estimating dynamic models. Programming in Julia, Python, or R is expected.