Toggle navigation
JUPYTER
FAQ
View as Code
Julia 1.2 Kernel
View on GitHub
Execute on Binder
Download Notebook
quantecon-notebooks-julia
tools_and_techniques
Tools and Techniques
Tools and Techniques
¶
This section of the course contains foundational mathematical and statistical tools and techniques
Lectures
¶
Linear Algebra
Overview
Vectors
Matrices
Solving Systems of Equations
Eigenvalues and Eigenvectors
Further Topics
Exercises
Solutions
LLN and CLT
Overview
Relationships
LLN
CLT
Exercises
Solutions
Linear State Space Models
Overview
The Linear State Space Model
Distributions and Moments
Stationarity and Ergodicity
Noisy Observations
Prediction
Code
Exercises
Solutions
Finite Markov Chains
Overview
Definitions
Simulation
Marginal Distributions
Irreducibility and Aperiodicity
Stationary Distributions
Ergodicity
Computing Expectations
Exercises
Solutions
A First Look at the Kalman Filter
Overview
The Basic Idea
Convergence
Implementation
Exercises
Solutions