Topics

> Numerical methods, simulation, MLE, GLMs, and discrete choice models.

Part 01 | Jupyter

Introduction to the course, Python, and Jupyter notebooks.

01_Jupyter

Introduction to the course, Python, and Jupyter notebooks.

Notebook MLB.csv

Part 02 | Numerical Methods

Numerical solution and optimization.

02_NumericalMethods_pt1

Numerical solution and optimization (part 1).

Notebook

02_NumericalMethods_pt2

Numerical solution and optimization (part 2).

Notebook

Part 03 | Simulation

Approximating complex systems with the law of large numbers.

03_Simulation

Approximating complex systems with the law of large numbers.

Notebook ev.csv economist/ 538/

Part 04 | NLS & Quantile Regression

Non-linear least squares and quantile regression.

04_NLSandQR pt1

Non-linear least squares and quantile regression.

Notebook social/ real_estate/

04_NLSandQR pt2

Non-linear least squares and quantile regression.

Notebook social/ real_estate/

Part 05 | Maximum Likelihood

Maximum likelihood estimation theory and practice.

05_MaxLikelihood_pt1

Maximum likelihood estimation theory and practice (part 1).

Notebook soccer/

05_MaxLikelihood_pt2

Maximum likelihood estimation theory and practice (part 2).

Notebook

Part 06 | GLMs

Generalized linear models, likelihood ratio tests, and model selection.

06_GLMs

Generalized linear models, likelihood ratio tests, and model selection.

Notebook

Part 07 | Binary Outcomes

Binary outcome models and bootstrap inference.

07_BinaryOutcomes

Binary outcome models and bootstrap inference.

Notebook nfl/

Part 08 | Ordered Models

Ordered multinomial models.

08_Ordered

Ordered multinomial models.

Notebook eCig/

Part 09 | Multinomial Choice

Multinomial choice models.

09_MultinomialChoice

Multinomial choice models.

Notebook

Part 10 | Censoring & Selection

Censoring and selection models.

10_CensoringAndSelection

Censoring and selection models.

Notebook