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

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 | Standard Errors

Inference and standard errors.

06_StdErrors

Inference and standard errors.

Notebook

Part 07 | GLMs

Generalized linear models.

07_GLMs

Generalized linear models.

Notebook

Part 08 | Binary Outcomes

Binary outcome models.

08_BinaryOutcomes

Binary outcome models.

Notebook nfl/

Part 09 | Ordered Models

Ordered multinomial models.

09_Ordered

Ordered multinomial models.

Notebook eCig/

Part 10 | Multinomial Choice

Multinomial choice models.

10_MultinomialChoice

Multinomial choice models.

Notebook

Part 11 | Censoring & Selection

Censoring and selection models.

11_CensoringAndSelection

Censoring and selection models.

Notebook

Part 12 | Hazard Models

Survival analysis and hazard rate modeling.

12_Hazards

Survival analysis and hazard rate modeling.

Notebook hazards/