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Computation course for the Barcelona GSE

- In this page you will find all the materials and a calendar of the course. 
- We meet every Thursday at 10:15 in IAE room (and some Tuesdays as well).
- For Office Hours, you should send me an e-mail, and we meet at 9:15 on Thursday.
For the classes, I strongly recommend you to get a print of the code, or your computer open during the class in order to follow better what is taught.
- Many of the codes have been done with the help of or have been provided by Ezgi KayaJosé María Da Rocha, Nezih Guner


19th of January - covering topics for prof. Mayoral's course
Distributions, AR's, MA's, ARMA's, and estimations.
Problem Set solved
Codes: First, Second, Third, Fourth, Fifth, Sixth, Seventh


24th of January - covering topics for prof. Mayoral's course
Finish previous' day unfinished material
Solving a new Problem Set about Monte Carlo simulations, AIC and BIC
Codes: Main, Second, Third

26th of January - covering topics for prof. Guner's course

31st of January - covering topics for prof. Guner's course

2nd of February - covering topics for prof. Guner's course
Keep working on Guner et al. 2006
Solutions by Yuliyan, Jordi and Fran (1,2,3)

7th of February (we will be doing two hours!) - covering topics for prof. Reiter's course
Value function iterations

9th of February  (we will be doing two hours!)  - covering topics for prof. Reiter's course
REMIDER: In 3 days you should submit your homework #1!
VAR's
Codes, 1, 2 and data


16th of Febrary
Value function iteration

23rd of February
REMIDER: In 3 days you should submit your homework #2!
Value function iteration, codes 1 and 2

1st of March
Melitz 2003 model
Problem Set 3: to solve at home with groups of 4 by 18th of March