ECON 549

Computational Methods in Economics and Econometrics

Units: 1.5

An introduction to numerical methods and their application in economics and econometrics. Topics will typically include: iterative fixed point methods, methods for solving problems of nonlinear equations, methods for solving initial value problems and boundary value problems, methods for solving static and dynamic optimization problems, Monte Carlo methods, resampling techniques, and Gibbs sampling.

Graduate course in the Economics program administered by the Faculty of Graduate Studies.