- Course Description
- Course Plan
- Preassignment
- Source Code
- libscl
- Lectures
- Programming in C++
- Slides as PDF or PostScript
- Compact version as PDF or PostScript

- Case Study: SMM, Habit Model, Frequentist
- Slides as PDF or PostScript
- Compact version as PDF or PostScript
- Handout for MCMC theory as PDF or PostScript

- Case Study: Estimating Dynamic Games
- Slides as PDF or PostScript
- Compact version as PDF or PostScript

- Case Study: SNP
- Slides as PDF or PostScript
- Compact version as PDF or PostScript

- Case Study: EMM
- Slides as PDF or PostScript
- Compact version as PDF or PostScript

- Case Study: GPU, GE computation
- Slides as PDF

- Case Study: Data Augmentation, Bayes with GMM likelihood
- Slides as PDF or PostScript

- Case Study: GSM, Habit, Long Run Risk, and Prospect Theory Models,
Bayesian
- Slides as PDF or PostScript
- Compact version as PDF or PostScript

- Programming in C++
- Homework Assignments
- Homework 1
as PDF
or PostScript,
due September 1

- Homework 2
as PDF
or PostScript,
due September 8

- Homework 3
as PDF
or PostScript,
due September 15

- Homework 4
as PDF
or PostScript,
due September 22

- Homework 5
as PDF
or PostScript,
due September 29

- Homework 6
as PDF
or PostScript,
due October 6

- Homework 7
as PDF
or PostScript,
due October 13

- Midterm
as PDF
or PostScript,
in class on October 20

- Homework 8
as PDF
or PostScript,
due November 3

- Homework 9
as PDF
or PostScript,
due November 10

- Homework 10
as PDF
or PostScript,
due November 17

- Project due December 8

- Homework 1
as PDF
or PostScript,
due September 1
- Project Suggestions
- Project 1 as PDF or PostScript,
- Project 2 as PDF or PostScript,
- Project 3 as PDF or PostScript,
- Project 4 as PDF or PostScript,
- Project 5 as PDF or PostScript,
- Project 6 as PDF or PostScript,
- Project 7 as PDF or PostScript,
- Project 8 as PDF or PostScript,
- Project 9 as PDF or PostScript,
- Project 10 as PDF or PostScript,
- Project 11 as PDF or PostScript,

- Parallel Computing
- Foster, Ian, (1995),
*Desiging and Building Parallel Programs*as OnlineBook *MPI Guide in Fortran*as MSWord*MPI Guide in C/C++*as PDF as PostScript,- The MPI Forum HomePage,
- The OpenMPI Implementation of MPI HomePage
- POSIX Threads Programming Tutorial
*CUBLAS Library*as PDF*CUDA Programming Guide*as PDF*CUDA Reference Manual*as PDF*OpenMP links Wikipedia, Tutorial, Examples, Specs, Summary**OpenCL links Wikipedia, C Documentation, C++ Documentation, C++ Documentation, Tutorial, Tutorial**ViennaCL HomePage*

- Foster, Ian, (1995),
*Papers*- Gallant, A. Ronald, and George Tauchen (2010),
"SNP: A Program for Nonparametric

Time Series Analysis, Version 9.0, User's Guide," as PDF - Gallant, A. Ronald, and George Tauchen (2010),
"EMM: A Program for Efficient

Method of Moments Estimation, Version 2.6, User's Guide," as PDF - Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2010),
"Bayesian Estimation of a

Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," as PDF - Aldrich, Eric M., and A. Ronald Gallant (2011)
"Habit, Long-Run Risks, Prospect?

A Statistical Inquiry," as PDF - Aldrich, Eric M., Jesus Fernandez-Villaverde, A. Ronald Gallant,
and Juan F.

Rubio-Ramirez (2010), "Tapping the Supercomputer Under Your Desk: Solving

Dynamic Equilibrium Models with Graphics Processors," as PDF - Campbell, John Y., and John H. Cochrane (1998), "By Force of
Habit:

A Consumption-Based Explanation of Aggregate Stock Market Behavior,

Including Appendices Not in the Published Version," as PDF - Durham, Garland B. (2004), "Monte Carlo Methods for Estimating,
Smoothing,

and Filtering One and Two-Factor Stochastic Volatility Models" as PDF

- Gallant, A. Ronald, and George Tauchen (2010),
"SNP: A Program for Nonparametric