Co-instructed with Jesse Perla and Paul Schrimpf.
Course description: This elective PhD course presents an in-depth review of computational methods in economics. The course provides PhD students with an advanced understanding of the theory underlying computational tools used in economics research, and practical experience implementing these methods. The course is language agnostic and roughly divided into three parts. The first part covers the fundamentals of advanced computer programming using Julia, and covers topics including generic programming, numerical integration, and optimization. The second part covers machine learning in theory and practice, and covers topics like accelerated linear algebra and automatic differentiation in JAX, neural networks, and kernel spaces. The final section covers advanced theoretical concepts used in structural estimation including Bayesian graphical models, Markov Random Fields, advanced Markov-Chain Monte Carlo methods, and an eye on harnessing graph structure to reduce computational complexity.
Course materials: Materials for this course are available here.
Co-instructed with Jesse Perla and Paul Schrimpf.
Course description: This core Master’s degree course presents a rigorous overview of the theory and practice of quantitative economics. The course is designed to provide students with the tools necessary to understand and conduct quantitative research in economics and finance using the Python programming language. The course is roughly divided into three parts. The first part covers the theory of linear algebra, probability, and statistics. The second part covers the theory and practice of causal inference, particularly through the lens of directed acyclic graphs. The third section covers advanced topics in econometrics and applied microeconomics, including difference-in-differences, regression discontinuity, and instrumental variables.
Lecture notes: Lecture notes for this course are available here.
Course description: This course presents an introduction to data science, economics, programming, and how they can be used to understand the world around us. We focus on learning practical programming skills for the workplace and future studies in economics and finance, envisioned as a complement to econometrics. Unlike other courses in computer science, data science, or statistics, the emphasis of this course includes both the programming and the statistics necessary to analyze data and subsequently interpret results through the lens of economics.
Lecture notes: The course closely follows QuantEcon’s Data Science Lectures.
Course description: This advanced elective course provides an introduction to the applied theoretical modeling of games and decision making, designed to be both practical for and accessible to students from a wide range of backgrounds. The course focuses on problems arising in business and economic environments, such as in public economics and industrial organization, with the primary goal of promoting critical and strategic thinking in both professional settings and everyday life.
Course description: This introductory course covered basic topics in microeconomics, from supply and demand to market structure, capital markets, and financial economics. The primary goal of this course is to provide students with the insight to recognize economic problems and the tools to analyze them. Being filled (almost) entirely with incoming business-school freshmen, the course was designed to promote critical thinking and to encourage values that are important to academic achievement at the collegiate level.