This intensive course, first part of the ‘math+econ+code’ series, is focused on linear programming and economic applications, and will include intermediate linear programming (interior point methods, large scale methods), and application to econometrics (quantile regression). It will introduce tools from economics, mathematics, econometrics and computing, on a needs basis, without any particular prerequisite other than the equivalent of a first year graduate sequence in econ or in applied math.
Because it aims at providing a bridge between theory and practice, the teaching format is somewhat unusual: each teaching “block” will be made of a mix of theory and coding (in Python), based on an empirical application related to the theory just seen. Students will have the opportunity to write their own code, which is expected to be operational at the end of each block. This course is therefore closer to cooking lessons than to traditional lectures.