This public repository contains the training materials, tutorials, lecture notes, code, and problem sets for the seven-week Boot Camp of the Open Source Economics Laboratory (OSE Lab, https://www.oselab.org/) at the University of Chicago, July 1 to August 9. The OSE Lab was founded by Dr. Richard W. Evans, Senior Lecturer and Associate Director at the University of Chicago M.A. Program in Computational Social Science. The OSE Lab is funded primarily from a 5-year grant from the Charles Koch Foundation. Part of this grant also included the creation of the Dynamic Analysis Center at the Baker Institute at Rice University, which is directed by John Diamond.
This year's OSE Lab Boot Camp has an exciting new partnership with the Econometric Society's Dynamic Structural Economics Summer School and Conference. July 8-9, 12-14 will be the Dynamic Structural Economics Summer School organized by John Rust (Georgetown University), Bertel Schjerning (University of Copenhagen), and Fedor Iskhakov (Australia National University). The Dynamic Structural Economics Conference, "Applications in Industrial Organization, Marketing, and Business" will take place on July 10-11 and is organized by Sanjog Misra (Booth School of Business) and Guenter Hitsch (Booth School of Business). All OSE Lab students will be participants in both the DSE Summer School and in the conference.
This README.md
serves as a syllabus and reference for the OSE Lab Boot Camp. This document has 12 sections.
- OSM Lab leadership
- Boot Camp schedule
- Instructions for installing the Anaconda distribution of Python
- Text editor suggestions
- PEP 8, docstring commenting, and module structure
- Using LaTeX
- Git and GitHub.com tutorial
- Jupyter notebooks
- Python tutorials
- Other Books
- C++ tutorials
- References
Director: Dr. Richard W. Evans ([email protected]). The Director and Founder of the OSM Lab is Richard W. Evans. Dr. Evans is a Senior Lecturer and Associate Director of the M.A. Program in Computational Social Science at the University of Chicago. He is also a steering committee member of QuantEcon.
Director: Dr. Simon Scheidegger ([email protected]). This year's Boot Camp is Co-Organized by Dr. Simon Scheidegger. Simon is Assistant Professor in the Department of Finance at HEC Lausanne.
Logistics and finances: Marty Evans, OSE Lab Administrative Director ([email protected]): Marty Evans is the Administrative Director of the OSE Lab. She coordinates the student and instructor travel, housing, and financial matters as well as other logistical needs.
Instructors. The OSE Lab has excellent instructors and presenters from economics and computation. Below is a list of this year's instructors and presenters in alphabetical order by last name for each of the three events in this year's boot camp. To see what they teach and when, check the respective econ, and computation detailed schedule pages.
OSE Lab Senior Instructors and Presenters (in alphabetical order)
- Scott Condie, Brigham Young University
- Richard Evans, University of Chicago
- Lars Hansen, University of Chicago
- Felix Kubler, University of Zurich
- Kerk Phillips, Congressional Budget Office
- John Rust, Georgetown University
- Simon Scheidegger, HEC Lausanne
- Anthony Smith, Jr., Yale University
- Felix Tintelnot, University of Chicago Economics
- Thomas Winberry, University of Chicago Booth School of Business
Graduate Instructors
- Marlon Azinovic, University of Zurich
- Rebekah Dix, Massachusetts Institute of Technology
- Jan Ertl, Oxford University
DSE Summer School Instructors (in alphabetical order)
- Victor Aguirregabiria, University of Toronto
- Øystein Daljord, University of Chicago Booth School of Business
- Paul Ellickson, University of Rochester
- Guenter Hitsch, University of Chicago Booth School of Business
- Fedor Iskhakov, Australia National University
- Michael Keane, University of New South Wales Business School
- Robert A. Miller, Carnegie Mellon University
- Sanjog Misra, University of Chicago Booth School of Business
- Whitney Newey, MIT
- Ariel Pakes, Harvard University
- John Rust, Georgetown University
- Bertel Schjerning, University of Copenhagen
DSE Conference Presenters and Organizers (in alphabetical order)
- Bryan Bollinger, Duke University
- Cheng Chou, University of Leicester
- Giovanni Compiani, University of California, Berkeley
- Paul Ellickson, University of Rochester
- Guenter Hitsch, University of Chicago Booth School of Business
- Jean Francois Houde, University of Wisconsin-Madison
- Fedor Iskhakov, Australia National University
- Philipp Müller, University of Zurich
- Sendhil Mullainathan, University of Chicago Booth School of Business
- Charles Murray, Boston College
- Harikesh Nair, Stanford Graduate School of Business
- Aviv Nevo, University of Pennsylvania
- Matthew Osborne, University of Toronto
- Harry Paarsch, University of Central Florida
- Ariel Pakes, Harvard University
- Eduardo Souza-Rodrigues, University of Toronto
- John Rust, Georgetown University
- Bertel Schjerning, University of Copenhagen
- Vira Semenova, Harvard University
- Timothy Simcoe, Boston University
- K. Sudhir, Yale School of Management
- Ryan Webb, University of Toronto
- Ruli Xiao, Indiana University
The OSE Lab Boot Camp 2019 begins on Monday, July 1 and ends on Friday, August 9. Classes will be held Monday through Friday, 8am to noon in Saieh Hall, Room 247 at the University of Chicago. The exception is the Dynamic Structural Economics Workshop and Conference held during week 2, July 8-14. Workshop days on July 8-9 and 12-14 will be held at the University of Chicago Gleacher Center in Downtown Chicago. And the DSE conference will be held at the Booth School of Business. The curriculum consists of economic theory and computational methods with some math and statistics.
We have posted a one-page PDF of the OSE Lab boot camp schedule on this repository. Below is a summary schedule of topics. More detailed schedules are on the respective econ and computation detailed schedule pages.
Date | Day | Computation (8-10am) | Econ (10am-noon) | Computation (8am-noon) | Lunch speaker |
---|---|---|---|---|---|
7-1 | M | Numerical derivatives | Dynamic programming | Safety office | |
7-2 | T | Python intro, standard library | |||
7-3 | W | Numerical integration | Dynamic programming | ||
7-4 | Th | ||||
7-5 | F | Newton's method | Dynamic programming | Object oriented progr. |
Dynamic Structural Economics Summer School by the Econometric Society
- Schedule, July 8, 9, 12, 13, 14
Dynamic Structural Economics Conference by the Econometric Society, "Applications of Structural Dynamic Models in Industrial Organization, Marketing, and Business Analytics"
- Schedule, July 10, 11
Date | Day | Math (8-10am) | Econ (10am-noon) | Computation (8am-noon) | Lunch speaker |
---|---|---|---|---|---|
<<<<<<< HEAD | |||||
6-15 | M | Measure theory | DSGE models | Supercomputer setup | |
6-16 | T | High performance computing | |||
6-17 | W | Measure theory | DSGE models | Jim Savage, Schmidt Futures | |
6-18 | Th | High performance computing | |||
6-19 | F | Measure theory | DSGE models | Object oriented progr. |
TBA