Programming for economists (MIT, January 2008 and 2009)

Matlab

Matlab Basics

• Slides
• Code
  • Examples from slides: arrayLogical.m, efficiency.m, funWithInv.m,
  • Diffs in Diffs: Main script., olsDD.m, fglsDD.m, simulate.m, cpsEarn.csv, cpsSample.csv

Program Design

• Slides
• Dynamic Programming Code

Optimization and Integration

• Slides
• Binary Choice MLE Code
• Metropolis-Hastings Code

Obeject-Oriented Programming

• Slides
• seriesFn Code
• autodiff Code

Miscellaneous Topics

• Slides
• Perturbation Code

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C

C Basics

Slides
Code

Memory and Pointers

Slides
Code

Numeric libraries, automatic differentiation, parallel computing

Slides
Code

Step-by-step guide

Slides

All code in a zip file.