prdk_day3b - Advanced Programming in Quantitative Economics...

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Unformatted text preview: Advanced Programming in Quantitative Economics Introduction, structure, and advanced programming techniques 17 21 August 2009, Aarhus, Denmark Charles Bos cbos@feweb.vu.nl VU University Amsterdam Tinbergen Institute Advanced Programming in Quantitative Economics p. Tutorial Day 3 - Afternoon 14.30P Implementing covariance estimation Duration model restricting Covariance of parameters 16.00 End 18.00 Course dinner at `Sct. Oluf' Advanced Programming in Quantitative Economics p. Duration: Restrictions Continue with the earlier exercise. Add the restrictions that 1. > 0 2. 0 < 0 < 2 (as an extra, not really implied by model...) Advanced Programming in Quantitative Economics p. Duration: Schedule Remember steps: Write TransPar, TransBackPar Test them against eachother Implement within full program Adapt standard errors, Delta method using NumJacobian Compare outcome with earlier program Advanced Programming in Quantitative Economics p. ...
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This note was uploaded on 05/28/2010 for the course ECONOMIC FM407 taught by Professor Kimcj during the Spring '04 term at 카이스트, 한국과학기술원.

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prdk_day3b - Advanced Programming in Quantitative Economics...

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