Skip to content

Commit 6c91370

Browse files
author
QuantEcon
committed
auto publishing updates to notebooks
1 parent 1c17e33 commit 6c91370

11 files changed

+1096
-0
lines changed

index.ipynb

Lines changed: 78 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,78 @@
1+
{
2+
"cells": [
3+
{
4+
"cell_type": "markdown",
5+
"metadata": {},
6+
"source": [
7+
"\n",
8+
"<a id='index'></a>"
9+
]
10+
},
11+
{
12+
"cell_type": "markdown",
13+
"metadata": {},
14+
"source": [
15+
"# Quantitative Economics with Python\n",
16+
"\n",
17+
"<div><style type=\"text/css\">h1,.breadcrumbs{display:none;}</style></div>\n",
18+
"<h1 class=\"sr-only\" style=\"display:block;\">Quantitative Economics with Python</h1>\n",
19+
"<div class=\"home-intro\">\n",
20+
" <div class=\"home-detail\">\n",
21+
" <div class=\"home-blurb\">\n",
22+
" <p>This website presents a set of lectures on quantitative economic modeling, designed and written by <a href=\"http://www.tomsargent.com\" target=\"_blank\">Thomas J. Sargent</a> and <a href=\"http://johnstachurski.net\" target=\"_blank\">John Stachurski</a>.</p>\n",
23+
" <p>Last compiled: <span id=\"compiled_date\"></span><br>\n",
24+
" <a href=\"https://github.com/QuantEcon/lecture-python\">View source</a> |\n",
25+
" <a href=\"https://github.com/QuantEcon/lecture-python/commits/\">View commits</a> | <a href=\"https://quantecon.org/about-python-lectures/#credits\">See all contributors</a></p>\n",
26+
" </div>\n",
27+
" <div class=\"web-version\">\n",
28+
" <a href=\"/index_toc.html\">\n",
29+
" <span class=\"thumb\"><img src=\"/_static/img/py-logo.png\"></span>\n",
30+
" <h2>Web Version</h2>\n",
31+
" <p>The recommended way to read the lectures</p>\n",
32+
" </a>\n",
33+
" </div>\n",
34+
" </div>\n",
35+
" <ul class=\"sponsor\">\n",
36+
" <li><a href=\"http://www.sloan.org/\" title=\"Alfred P. Sloan Foundation\"><img src=\"/_static/sloan_logo.png\" alt=\"Sponsored by the Alfred P. Sloan Foundation\"></a></li>\n",
37+
" <li><a href=\"https://quantecon.org/\"><img src=\"/_static/img/qe-logo.png\" width=\"150\"></a></li>\n",
38+
" </ul>\n",
39+
"</div>\n",
40+
"<div class=\"home-alternatives\">\n",
41+
" <h2>Other ways to access the lectures</h2>\n",
42+
" <ul>\n",
43+
" <li>\n",
44+
" <a href=\"/_downloads/pdf/quantitative_economics_with_python.pdf\">\n",
45+
" <i class=\"fas fa-file-pdf\"></i>\n",
46+
" <h3>PDF Version</h3>\n",
47+
" <p>A print-ready version for viewing offline</p>\n",
48+
" </a>\n",
49+
" </li>\n",
50+
" <li>\n",
51+
" <a href=\"https://github.com/QuantEcon/lecture-python.notebooks\">\n",
52+
" <i class=\"fas fa-file-download\"></i>\n",
53+
" <h3>Notebooks</h3>\n",
54+
" <p>Get the full set of Jupyter notebooks</p>\n",
55+
" </a>\n",
56+
" </li>\n",
57+
" </ul>\n",
58+
"</div>"
59+
]
60+
}
61+
],
62+
"metadata": {
63+
"date": 1601775351.2141466,
64+
"filename": "index.rst",
65+
"kernelspec": {
66+
"display_name": "Python",
67+
"language": "python3",
68+
"name": "python3"
69+
},
70+
"next_doc": {
71+
"link": "index_toc",
72+
"title": "Table of Contents"
73+
},
74+
"title": "Quantitative Economics with Python"
75+
},
76+
"nbformat": 4,
77+
"nbformat_minor": 2
78+
}

index_asset_pricing.ipynb

Lines changed: 65 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,65 @@
1+
{
2+
"cells": [
3+
{
4+
"cell_type": "markdown",
5+
"metadata": {},
6+
"source": [
7+
"\n",
8+
"<a id='asset-pricing'></a>\n",
9+
"<div id=\"qe-notebook-header\" align=\"right\" style=\"text-align:right;\">\n",
10+
" <a href=\"https://quantecon.org/\" title=\"quantecon.org\">\n",
11+
" <img style=\"width:250px;display:inline;\" width=\"250px\" src=\"https://assets.quantecon.org/img/qe-menubar-logo.svg\" alt=\"QuantEcon\">\n",
12+
" </a>\n",
13+
"</div>"
14+
]
15+
},
16+
{
17+
"cell_type": "markdown",
18+
"metadata": {},
19+
"source": [
20+
"# Asset Pricing and Finance"
21+
]
22+
},
23+
{
24+
"cell_type": "markdown",
25+
"metadata": {},
26+
"source": [
27+
"## Lectures\n",
28+
"\n",
29+
"- [Asset Pricing: Finite State Models](https://python-programming.quantecon.org/markov_asset.html)\n",
30+
" - [Overview](https://python-programming.quantecon.org/markov_asset.html#overview)\n",
31+
" - [Pricing Models](https://python-programming.quantecon.org/markov_asset.html#pricing-models)\n",
32+
" - [Prices in the Risk-Neutral Case](https://python-programming.quantecon.org/markov_asset.html#prices-in-the-risk-neutral-case)\n",
33+
" - [Asset Prices under Risk Aversion](https://python-programming.quantecon.org/markov_asset.html#asset-prices-under-risk-aversion)\n",
34+
" - [Exercises](https://python-programming.quantecon.org/markov_asset.html#exercises)\n",
35+
" - [Solutions](https://python-programming.quantecon.org/markov_asset.html#solutions)\n",
36+
"- [Asset Pricing with Incomplete Markets](https://python-programming.quantecon.org/harrison_kreps.html)\n",
37+
" - [Overview](https://python-programming.quantecon.org/harrison_kreps.html#overview)\n",
38+
" - [Structure of the Model](https://python-programming.quantecon.org/harrison_kreps.html#structure-of-the-model)\n",
39+
" - [Solving the Model](https://python-programming.quantecon.org/harrison_kreps.html#solving-the-model)\n",
40+
" - [Exercises](https://python-programming.quantecon.org/harrison_kreps.html#exercises)\n",
41+
" - [Solutions](https://python-programming.quantecon.org/harrison_kreps.html#solutions)"
42+
]
43+
}
44+
],
45+
"metadata": {
46+
"date": 1601775351.2374394,
47+
"filename": "index_asset_pricing.rst",
48+
"kernelspec": {
49+
"display_name": "Python",
50+
"language": "python3",
51+
"name": "python3"
52+
},
53+
"next_doc": {
54+
"link": "markov_asset",
55+
"title": "Asset Pricing: Finite State Models"
56+
},
57+
"prev_doc": {
58+
"link": "aiyagari",
59+
"title": "The Aiyagari Model"
60+
},
61+
"title": "Asset Pricing and Finance"
62+
},
63+
"nbformat": 4,
64+
"nbformat_minor": 2
65+
}

index_data_and_empirics.ipynb

Lines changed: 79 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,79 @@
1+
{
2+
"cells": [
3+
{
4+
"cell_type": "markdown",
5+
"metadata": {},
6+
"source": [
7+
"<div id=\"qe-notebook-header\" align=\"right\" style=\"text-align:right;\">\n",
8+
" <a href=\"https://quantecon.org/\" title=\"quantecon.org\">\n",
9+
" <img style=\"width:250px;display:inline;\" width=\"250px\" src=\"https://assets.quantecon.org/img/qe-menubar-logo.svg\" alt=\"QuantEcon\">\n",
10+
" </a>\n",
11+
"</div>"
12+
]
13+
},
14+
{
15+
"cell_type": "markdown",
16+
"metadata": {},
17+
"source": [
18+
"# Data and Empirics\n",
19+
"\n",
20+
"This part of the course provides a set of lectures focused on Data and\n",
21+
"Empirics using Python"
22+
]
23+
},
24+
{
25+
"cell_type": "markdown",
26+
"metadata": {},
27+
"source": [
28+
"## Lectures\n",
29+
"\n",
30+
"- [Pandas for Panel Data](https://python-programming.quantecon.org/pandas_panel.html)\n",
31+
" - [Overview](https://python-programming.quantecon.org/pandas_panel.html#overview)\n",
32+
" - [Slicing and Reshaping Data](https://python-programming.quantecon.org/pandas_panel.html#slicing-and-reshaping-data)\n",
33+
" - [Merging Dataframes and Filling NaNs](https://python-programming.quantecon.org/pandas_panel.html#merging-dataframes-and-filling-nans)\n",
34+
" - [Grouping and Summarizing Data](https://python-programming.quantecon.org/pandas_panel.html#grouping-and-summarizing-data)\n",
35+
" - [Final Remarks](https://python-programming.quantecon.org/pandas_panel.html#final-remarks)\n",
36+
" - [Exercises](https://python-programming.quantecon.org/pandas_panel.html#exercises)\n",
37+
" - [Solutions](https://python-programming.quantecon.org/pandas_panel.html#solutions)\n",
38+
"- [Linear Regression in Python](https://python-programming.quantecon.org/ols.html)\n",
39+
" - [Overview](https://python-programming.quantecon.org/ols.html#overview)\n",
40+
" - [Simple Linear Regression](https://python-programming.quantecon.org/ols.html#simple-linear-regression)\n",
41+
" - [Extending the Linear Regression Model](https://python-programming.quantecon.org/ols.html#extending-the-linear-regression-model)\n",
42+
" - [Endogeneity](https://python-programming.quantecon.org/ols.html#endogeneity)\n",
43+
" - [Summary](https://python-programming.quantecon.org/ols.html#summary)\n",
44+
" - [Exercises](https://python-programming.quantecon.org/ols.html#exercises)\n",
45+
" - [Solutions](https://python-programming.quantecon.org/ols.html#solutions)\n",
46+
"- [Maximum Likelihood Estimation](https://python-programming.quantecon.org/mle.html)\n",
47+
" - [Overview](https://python-programming.quantecon.org/mle.html#overview)\n",
48+
" - [Set Up and Assumptions](https://python-programming.quantecon.org/mle.html#set-up-and-assumptions)\n",
49+
" - [Conditional Distributions](https://python-programming.quantecon.org/mle.html#conditional-distributions)\n",
50+
" - [Maximum Likelihood Estimation](https://python-programming.quantecon.org/mle.html#id2)\n",
51+
" - [MLE with Numerical Methods](https://python-programming.quantecon.org/mle.html#mle-with-numerical-methods)\n",
52+
" - [Maximum Likelihood Estimation with `statsmodels`](https://python-programming.quantecon.org/mle.html#maximum-likelihood-estimation-with-statsmodels)\n",
53+
" - [Summary](https://python-programming.quantecon.org/mle.html#summary)\n",
54+
" - [Exercises](https://python-programming.quantecon.org/mle.html#exercises)\n",
55+
" - [Solutions](https://python-programming.quantecon.org/mle.html#solutions)"
56+
]
57+
}
58+
],
59+
"metadata": {
60+
"date": 1601775351.2629495,
61+
"filename": "index_data_and_empirics.rst",
62+
"kernelspec": {
63+
"display_name": "Python",
64+
"language": "python3",
65+
"name": "python3"
66+
},
67+
"next_doc": {
68+
"link": "pandas_panel",
69+
"title": "Pandas for Panel Data"
70+
},
71+
"prev_doc": {
72+
"link": "harrison_kreps",
73+
"title": "Asset Pricing with Incomplete Markets"
74+
},
75+
"title": "Data and Empirics"
76+
},
77+
"nbformat": 4,
78+
"nbformat_minor": 2
79+
}

index_information.ipynb

Lines changed: 104 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,104 @@
1+
{
2+
"cells": [
3+
{
4+
"cell_type": "markdown",
5+
"metadata": {},
6+
"source": [
7+
"<div id=\"qe-notebook-header\" align=\"right\" style=\"text-align:right;\">\n",
8+
" <a href=\"https://quantecon.org/\" title=\"quantecon.org\">\n",
9+
" <img style=\"width:250px;display:inline;\" width=\"250px\" src=\"https://assets.quantecon.org/img/qe-menubar-logo.svg\" alt=\"QuantEcon\">\n",
10+
" </a>\n",
11+
"</div>"
12+
]
13+
},
14+
{
15+
"cell_type": "markdown",
16+
"metadata": {},
17+
"source": [
18+
"# Information\n",
19+
"\n",
20+
"This section of the course contains foundational models for dynamic economic\n",
21+
"modeling. Most are single agent problems that take the activities of other\n",
22+
"agents as given. Later we will look at full equilibrium problems."
23+
]
24+
},
25+
{
26+
"cell_type": "markdown",
27+
"metadata": {},
28+
"source": [
29+
"## Lectures\n",
30+
"\n",
31+
"- [Job Search VII: Search with Learning](https://python-programming.quantecon.org/odu.html)\n",
32+
" - [Overview](https://python-programming.quantecon.org/odu.html#overview)\n",
33+
" - [Model](https://python-programming.quantecon.org/odu.html#model)\n",
34+
" - [Take 1: Solution by VFI](https://python-programming.quantecon.org/odu.html#take-1-solution-by-vfi)\n",
35+
" - [Take 2: A More Efficient Method](https://python-programming.quantecon.org/odu.html#take-2-a-more-efficient-method)\n",
36+
" - [Another Functional Equation](https://python-programming.quantecon.org/odu.html#another-functional-equation)\n",
37+
" - [Solving the RWFE](https://python-programming.quantecon.org/odu.html#solving-the-rwfe)\n",
38+
" - [Implementation](https://python-programming.quantecon.org/odu.html#implementation)\n",
39+
" - [Exercises](https://python-programming.quantecon.org/odu.html#exercises)\n",
40+
" - [Solutions](https://python-programming.quantecon.org/odu.html#solutions)\n",
41+
" - [Appendix A](https://python-programming.quantecon.org/odu.html#appendix-a)\n",
42+
" - [Appendix B](https://python-programming.quantecon.org/odu.html#appendix-b)\n",
43+
" - [Examples](https://python-programming.quantecon.org/odu.html#examples)\n",
44+
"- [Likelihood Ratio Processes](https://python-programming.quantecon.org/likelihood_ratio_process.html)\n",
45+
" - [Overview](https://python-programming.quantecon.org/likelihood_ratio_process.html#overview)\n",
46+
" - [Likelihood Ratio Process](https://python-programming.quantecon.org/likelihood_ratio_process.html#id1)\n",
47+
" - [Nature Permanently Draws from Density g](https://python-programming.quantecon.org/likelihood_ratio_process.html#nature-permanently-draws-from-density-g)\n",
48+
" - [Nature Permanently Draws from Density f](https://python-programming.quantecon.org/likelihood_ratio_process.html#nature-permanently-draws-from-density-f)\n",
49+
" - [Likelihood Ratio Test](https://python-programming.quantecon.org/likelihood_ratio_process.html#likelihood-ratio-test)\n",
50+
" - [Sequels](https://python-programming.quantecon.org/likelihood_ratio_process.html#sequels)\n",
51+
"- [A Problem that Stumped Milton Friedman](https://python-programming.quantecon.org/wald_friedman.html)\n",
52+
" - [Overview](https://python-programming.quantecon.org/wald_friedman.html#overview)\n",
53+
" - [Origin of the Problem](https://python-programming.quantecon.org/wald_friedman.html#origin-of-the-problem)\n",
54+
" - [A Dynamic Programming Approach](https://python-programming.quantecon.org/wald_friedman.html#a-dynamic-programming-approach)\n",
55+
" - [Implementation](https://python-programming.quantecon.org/wald_friedman.html#implementation)\n",
56+
" - [Analysis](https://python-programming.quantecon.org/wald_friedman.html#analysis)\n",
57+
" - [Comparison with Neyman-Pearson Formulation](https://python-programming.quantecon.org/wald_friedman.html#comparison-with-neyman-pearson-formulation)\n",
58+
" - [Sequels](https://python-programming.quantecon.org/wald_friedman.html#sequels)\n",
59+
"- [Exchangeability and Bayesian Updating](https://python-programming.quantecon.org/exchangeable.html)\n",
60+
" - [Overview](https://python-programming.quantecon.org/exchangeable.html#overview)\n",
61+
" - [Independently and Identically Distributed](https://python-programming.quantecon.org/exchangeable.html#independently-and-identically-distributed)\n",
62+
" - [A Setting in Which Past Observations Are Informative](https://python-programming.quantecon.org/exchangeable.html#a-setting-in-which-past-observations-are-informative)\n",
63+
" - [Relationship Between IID and Exchangeable](https://python-programming.quantecon.org/exchangeable.html#relationship-between-iid-and-exchangeable)\n",
64+
" - [Exchangeability](https://python-programming.quantecon.org/exchangeable.html#exchangeability)\n",
65+
" - [Bayes’ Law](https://python-programming.quantecon.org/exchangeable.html#bayes-law)\n",
66+
" - [More Details about Bayesian Updating](https://python-programming.quantecon.org/exchangeable.html#more-details-about-bayesian-updating)\n",
67+
" - [Appendix](https://python-programming.quantecon.org/exchangeable.html#appendix)\n",
68+
" - [Sequels](https://python-programming.quantecon.org/exchangeable.html#sequels)\n",
69+
"- [Likelihood Ratio Processes and Bayesian Learning](https://python-programming.quantecon.org/likelihood_bayes.html)\n",
70+
" - [Overview](https://python-programming.quantecon.org/likelihood_bayes.html#overview)\n",
71+
" - [The Setting](https://python-programming.quantecon.org/likelihood_bayes.html#the-setting)\n",
72+
" - [Likelihood Ratio Process and Bayes’ Law](https://python-programming.quantecon.org/likelihood_bayes.html#likelihood-ratio-process-and-bayes-law)\n",
73+
" - [Sequels](https://python-programming.quantecon.org/likelihood_bayes.html#sequels)\n",
74+
"- [Bayesian versus Frequentist Decision Rules](https://python-programming.quantecon.org/navy_captain.html)\n",
75+
" - [Overview](https://python-programming.quantecon.org/navy_captain.html#overview)\n",
76+
" - [Setup](https://python-programming.quantecon.org/navy_captain.html#setup)\n",
77+
" - [Frequentist Decision Rule](https://python-programming.quantecon.org/navy_captain.html#frequentist-decision-rule)\n",
78+
" - [Bayesian Decision Rule](https://python-programming.quantecon.org/navy_captain.html#bayesian-decision-rule)\n",
79+
" - [Was the Navy Captain’s hunch correct?](https://python-programming.quantecon.org/navy_captain.html#was-the-navy-captains-hunch-correct)\n",
80+
" - [More details](https://python-programming.quantecon.org/navy_captain.html#more-details)"
81+
]
82+
}
83+
],
84+
"metadata": {
85+
"date": 1601775351.297576,
86+
"filename": "index_information.rst",
87+
"kernelspec": {
88+
"display_name": "Python",
89+
"language": "python3",
90+
"name": "python3"
91+
},
92+
"next_doc": {
93+
"link": "odu",
94+
"title": "Job Search VII: Search with Learning"
95+
},
96+
"prev_doc": {
97+
"link": "ifp_advanced",
98+
"title": "The Income Fluctuation Problem II: Stochastic Returns on Assets"
99+
},
100+
"title": "Information"
101+
},
102+
"nbformat": 4,
103+
"nbformat_minor": 2
104+
}

0 commit comments

Comments
 (0)