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math+econ+code preparation

Introduction to Python

  • Programming in Python

  • Types, conditions, functions classes

  • Frequently used libraries

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Numerical Optimization

  • Gradient descent, Coordinate descent

  • Coding Newton-Raphson

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Optimization

  • Weierstrass Theorem

  • Static Optimization

  • SymPy

  • Introduction to Duality

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Maximum Likelihood

  • Poisson Regression, GLMs

  • Binomial and Multinomial Logit

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Dynamic programming

  • Dynamic Optimization in discrete time

  • Finite Horizon: backwards induction

  • Infinite Horizon: Value Function Iteration

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Nested Algorithms: BLP and Rust

  • Berry-Levinsohn-Pakes, the pyblp library

  • Rust model

  • The NFXP algorithm

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