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Welcome to the zice-2014 wiki! I have been invited to participate in the ZICE 2014 and this wiki will serve as my working notebook for the course. Ken was kind enough to share his teaching materials for his numerical methods course at the University of Chicago.

January 29

Introduction to Computational Economics

Opening lecture of the ZICE 2014 by Prof. Ken Judd.

Numerical Optimization

Series of lectures on numerical optimization by Todd Munson at Argonne National Labs.

AMPL

###Systems of Non-linear Equations

January 30

More numerical optimization

Series of lectures on numerical optimization by Todd Munson at Argonne National Labs.

Approximation Methods

Numerical integration

Derivative Free Optimization

January 31

Even more optimization

Numerical Dynamic Programming

Numerical methods for solving auctions

Dynamic and repeated games

February 1

More auction theory

More dynamic and repeated games

February 3

###Structural estimation

###Endogenous grid-point methods

###More numerical dynamic programming

###Odds and ends of optimization

February 4

###More structural estimation

February 5

###Heterogenous agents models

###Generalized stochastic simulation algorithm (GSSA)

###Adaptive sparse grids in economics