Workshop in Computational Econometrics 2018

Lecce - Dipartimento di Scienze dell'Economia

July 23, 2018 – July 27, 2018


The main aim of this 25 hours course is to provide an introduction to working with Matlab and Python.
The approach is problem based, i.e. students will be made familiar with the software using well-known examples from applied macroeconomics/-econometrics.
The 10 lectures will give an introduction to the examples and the required programming tools.
Participants are expected to have a solid background in time series econometrics.
Preparation for the course: Favero (2001), Chapter 6.

Lecturer:
Prof. Ulrich Woitek
Department of Economics, University of Zurich, Zürichbergstr. 14, 8032 Zurich, email: ulrich.woitek@econ.uzh.ch

Material:

References:
Favero, C. A. (2001), Applied Macroeconometrics. Oxford: Oxford University Press.