The Chinese University of Hong Kong

• Time: Starting from March 18, 20202. Every Wednesday 3:30--6:15, except public holidays
• Venue: Zoom link; meeting ID: 918 474 727; password: send via Blackboard.

Naijia Guo and Zhentao Shi co-teach Econ5170.

Zhentao covers the following topics. This README file will be updated as the course progresses. Code scripts will be provided.

• Part I: R
  • Lecture 1: Basic R [pdf]
  • Lecture 2: Advanced R [pdf]
• Part II: Econometrics
  • Lecture 3: Simulation and Integration [pdf1] [pdf2]
  • Lecture 4: Numerical Optimization [pdf]
• Part III: Machine Learning
  • Lecture 5: From Nonparametrics to Machine Learning [pdf]
  • Lecture 6: Prediction-Oriented Algorithms [pdf]

Lecture notes are provided under this root folder in *.pdf.

Caveat: This is an ongoing writing project not ready to publish. The text is incomplete, and may contain many errors. Use them at your own risk!

• R is the main language for demonstration.

• MUST
  • R or Microsoft Open R
  • R-Studio: local, cloud
• Recommended
  • Git
  • Sign up Github

All materials in this repository licensed under GNU General Public License v3.0.