Many economists spend much of their lives in front of a computer, analysing data or simulating economic models. Surprisingly few of them have ever been taught how to do this well. Class exposure to programming languages is most often limited to mastering Stata, Matlab, EViews, etc. just well enough in order to perform simple tasks like running a basic regression. However, these skills do not scale up in a straightforward manner to handle complex projects such as a master's thesis, a research paper, or typical work in government or private business settings. As a result, economists spend their time wrestling with software, instead of doing work, but have no idea how reliable or efficient their programs are.
This course is designed to help fill in this gap. It is aimed at PhD students who expect to write their theses in a field that requires modest to heavy use of computations. Examples include applied microeconomics, econometrics, macroeconomics, computational economics - any field that either involves real-world data; or that does not generally lead to models with simple closed-form solutions.
We will introduce students to programming methods that will substantially reduce their time spent programming while at the same time making their programs more dependable and their results reproducible without extra effort. The course draws extensively on some simple techniques that are the backbone of modern software development, which most economists are simply not aware of. It shows the usefulness of these techniques for a wide variety of economic and econometric applications by means of hands-on examples.
The course will be held online on various days between March 15 and April 9, 2021.
More information on course contents etc. can be found in the attached syllabus.
The number of course participants is limited to 16 (there will be a waiting list). Please register via email to bse.office@hu-berlin.de until March 3, 2021. With your registration, please also send 2 to 4 sentences about your motivation to attend the course (e.g. about one of your projects you want to improve with the help of this course). Please note that only students who wish to attend the whole course, i.e. students who want to work on their own project and get graded, can attend the course.
