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Quantitative Economics, University of Warsaw, Fall 2024

Contact info

Marcin Lewandowski: mr.lewandowski2@uw.edu.pl

Piotr Żoch: p.zoch@uw.edu.pl

Office hours: by appointment

Log and announcements

  • 6/11: Matrix norms, matrix condition numbers, iterative methods to solve a linear system of equations.
  • 30/10: Condition number, flops counting, LU decomposition to solve a linear system of equations.
  • 25/10: Floating point numbers: single and double precision, machine epsilon.
  • 23/10: Programming: Calculating the mean, standard deviation, and correlations. Plotting. Writing a custom regression function.
  • 18/10: Programming: Vectors, Matrices and Broadcasting.
  • 16/10: Setting up repositories (see videos sent via email) and programming: Loops and Functions.
  • 11/10: Introduction to the Packages Environment and basic programming: Conditional Statements.
  • 9/10: Covered the basics of Git in Visual Studio. Here are some useful materials to recap and expand on what we discussed:
  • 4/10: Introduction and course logistics.

Outline

A .pdf version of the syllabus is available here.

How to start using Julia

Follow these instructions. Please use at least Julia 1.10.0.

Once you completed all these steps press Alt+j Alt+o in VS Code (alternatively press Ctrl+Shift+p to get the command palette and find the shortcut). This should start Julia REPL and you will see green julia text in the terminal. If you want to use Jupyter notebooks follow these steps: Input ] (right square bracket) in the terminal. This should change text from green to blue (and you should see something like 1.10). Type add IJulia and press enter. This will download a package that allows you to use Jupyter notebooks with Julia.

You can also see here. You can skip 1.3.1 if you do not want to use Jupyter notebooks.

Git

You can download Git here.

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Quantitative Economics, University of Warsaw Fall 2024

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