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The Chinese University of Hong Kong

Econ5170: Computational Methods in Economics (2020 Spring)

  • Time: Starting from March 18, 20202. Every Wednesday 3:30--6:15, except public holidays
  • Venue: Zoom link; meeting ID: 918 474 727; password: send via Blackboard.

Naijia Guo and Zhentao Shi co-teach Econ5170.

Zhentao covers the following topics. This README file will be updated as the course progresses. Code scripts will be provided.


  • Part I: R
    • Lecture 1: Basic R [pdf]
    • Lecture 2: Advanced R [pdf]
  • Part II: Econometrics
    • Lecture 3: Simulation and Integration [pdf1] [pdf2]
    • Lecture 4: Numerical Optimization [pdf]
  • Part III: Machine Learning
    • Lecture 5: From Nonparametrics to Machine Learning [pdf]
    • Lecture 6: Prediction-Oriented Algorithms [pdf]

Lecture Notes

Lecture notes are provided under this root folder in *.pdf.

Caveat: This is an ongoing writing project not ready to publish. The text is incomplete, and may contain many errors. Use them at your own risk!

Programming Languages

  • R is the main language for demonstration.

Software Installation


All materials in this repository licensed under GNU General Public License v3.0.