Sharif University of Technology

Graduate School of Management and Economics

Instructors:

Seyed Ali Madanizadeh

 

 

Level

Graduate

 

 

 

Quantitative Economics

Course Description

This advanced course is designed to help PhD students to familiarize with quantitative, computational and numerical methods used in both micro- and macro-economics.

Dedicated MS students who have solid research question in mind and have good background in programming are also welcome to join the course. Main goals of the course are the following:

Introducing students to a variety of quantitative methods used in current economic research.

Mastering methods relevant to students’ research through “learning by doing”.

Help students to start working on their quantitative research and improving their presentation skills. 

Ultimately, our main goal is to help students to develop their own research idea along this course.

Lectures

Sun and Tue 15:00-16:30 at https://vc.sharif.edu/ch/madanizadeh

Office Hours

by appointment

 

Syllabus

 

Syllabus

 

 

Lecture Notes

 

Introduction

 

Simulation Based Computation

Structural Identification and Estimation

GMM_SMM

Logit

M-Logit, GEV and Probit

Mixed Logit

Probit Estimation

EKK

Bootstrap

Numerical Optimization

Dynamic Programming

Uninsured idiosyncratic risks

Irreversible Investment

Caplin-Spulber

Bayesian and MCMC

 

 

Problem Sets

 

Problem Bank

Pset1

Pset2

Pset3

Pset4

Pset5

Pset6

Pset7

Pset8

Pset9

Pset10

 

Project

 

Project