{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n", "\n", "
\n", " \n", " \"QuantEcon\"\n", " \n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Tools and Techniques\n", "\n", "This section of the course contains foundational mathematical and statistical\n", "tools and techniques" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Lectures\n", "\n", "- [Linear Algebra](linear_algebra.ipynb)\n", " - [Overview](linear_algebra.ipynb#overview)\n", " - [Vectors](linear_algebra.ipynb#vectors)\n", " - [Matrices](linear_algebra.ipynb#matrices)\n", " - [Solving Systems of Equations](linear_algebra.ipynb#solving-systems-of-equations)\n", " - [Eigenvalues and Eigenvectors](linear_algebra.ipynb#eigenvalues-and-eigenvectors)\n", " - [Further Topics](linear_algebra.ipynb#further-topics)\n", " - [Exercises](linear_algebra.ipynb#exercises)\n", " - [Solutions](linear_algebra.ipynb#solutions)\n", "- [Orthogonal Projections and Their Applications](orth_proj.ipynb)\n", " - [Overview](orth_proj.ipynb#overview)\n", " - [Key Definitions](orth_proj.ipynb#key-definitions)\n", " - [The Orthogonal Projection Theorem](orth_proj.ipynb#the-orthogonal-projection-theorem)\n", " - [Orthonormal Basis](orth_proj.ipynb#orthonormal-basis)\n", " - [Projection Using Matrix Algebra](orth_proj.ipynb#projection-using-matrix-algebra)\n", " - [Least Squares Regression](orth_proj.ipynb#least-squares-regression)\n", " - [Orthogonalization and Decomposition](orth_proj.ipynb#orthogonalization-and-decomposition)\n", " - [Exercises](orth_proj.ipynb#exercises)\n", " - [Solutions](orth_proj.ipynb#solutions)\n", "- [LLN and CLT](lln_clt.ipynb)\n", " - [Overview](lln_clt.ipynb#overview)\n", " - [Relationships](lln_clt.ipynb#relationships)\n", " - [LLN](lln_clt.ipynb#lln)\n", " - [CLT](lln_clt.ipynb#clt)\n", " - [Exercises](lln_clt.ipynb#exercises)\n", " - [Solutions](lln_clt.ipynb#solutions)\n", "- [Linear State Space Models](linear_models.ipynb)\n", " - [Overview](linear_models.ipynb#overview)\n", " - [The Linear State Space Model](linear_models.ipynb#the-linear-state-space-model)\n", " - [Distributions and Moments](linear_models.ipynb#distributions-and-moments)\n", " - [Stationarity and Ergodicity](linear_models.ipynb#stationarity-and-ergodicity)\n", " - [Noisy Observations](linear_models.ipynb#noisy-observations)\n", " - [Prediction](linear_models.ipynb#prediction)\n", " - [Code](linear_models.ipynb#code)\n", " - [Exercises](linear_models.ipynb#exercises)\n", " - [Solutions](linear_models.ipynb#solutions)\n", "- [Finite Markov Chains](finite_markov.ipynb)\n", " - [Overview](finite_markov.ipynb#overview)\n", " - [Definitions](finite_markov.ipynb#definitions)\n", " - [Simulation](finite_markov.ipynb#simulation)\n", " - [Marginal Distributions](finite_markov.ipynb#marginal-distributions)\n", " - [Irreducibility and Aperiodicity](finite_markov.ipynb#irreducibility-and-aperiodicity)\n", " - [Stationary Distributions](finite_markov.ipynb#stationary-distributions)\n", " - [Ergodicity](finite_markov.ipynb#ergodicity)\n", " - [Computing Expectations](finite_markov.ipynb#computing-expectations)\n", " - [Exercises](finite_markov.ipynb#exercises)\n", " - [Solutions](finite_markov.ipynb#solutions)\n", "- [Continuous State Markov Chains](stationary_densities.ipynb)\n", " - [Overview](stationary_densities.ipynb#overview)\n", " - [The Density Case](stationary_densities.ipynb#the-density-case)\n", " - [Beyond Densities](stationary_densities.ipynb#beyond-densities)\n", " - [Stability](stationary_densities.ipynb#stability)\n", " - [Exercises](stationary_densities.ipynb#exercises)\n", " - [Solutions](stationary_densities.ipynb#solutions)\n", " - [Appendix](stationary_densities.ipynb#appendix)\n", "- [A First Look at the Kalman Filter](kalman.ipynb)\n", " - [Overview](kalman.ipynb#overview)\n", " - [The Basic Idea](kalman.ipynb#the-basic-idea)\n", " - [Convergence](kalman.ipynb#convergence)\n", " - [Implementation](kalman.ipynb#implementation)\n", " - [Exercises](kalman.ipynb#exercises)\n", " - [Solutions](kalman.ipynb#solutions)" ] } ], "metadata": { "filename": "index.rst", "kernelspec": { "display_name": "Julia 1.2", "language": "julia", "name": "julia-1.2" }, "title": "Tools and Techniques" }, "nbformat": 4, "nbformat_minor": 2 }