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Advanced Programming in Quantitative Economics

Aarhus University

AU Summer University
Application Deadline: 15 March
Tuition Fee: ≈ € 336 - ≈ € 530 (non-EEA)
Location: Aarhus / Denmark / View location on map ▾ Hide location on map ▴
Duration: 5 days Start Date: August
Educational Form:
  • Summer/Winter school
Education Variants:
  • Face to face
Credits (ECTS): 5
Languages: English 
10.202726,56.1460465

Location of Aarhus University

This course presents the steps needed for advanced programming in the quantitative fields of Economics, from the very concept of a calculational task, through the evaluation of necessary inputs, outputs, division in subtasks, to the final implementation.

In this course the Ox programming language is used, and its concepts explained in detail, but conceptually the course will be relevant for any computer programming language.

The course provides both theory and practice, switching between lecture and hands-on format. Around the Ox language, several packages, interfaces, and even links to Gauss and C are discussed. Department of Economics and Business.

Level - Master
Date 20-24 August

Lecturers

Charles Boss, Free University Amsterdam

VENUE DESCRIPTION

Aarhus C 8000 Aarhus Denmark

AU Summer University will take place on campus in the architecturally renowned yellow-brick buildings in the beautiful university park.

At the venue you will have access to a helpdesk and service centre. You find our Main Help Desk in the International Centre and the opening hours are 08.30-15.00 from Monday to Friday.

The International Centre is the central hub for all international and PhD activities at Aarhus University, and in the same building you find Dale's Café. Here you can buy sandwiches, coffee, snacks, and beers. With its informal lounge area this is the ideal place to relax and hang out with your fellow Summer University students.


Contents

COURSE SUBJECT AREAS:
* What is programming?
* Structuring: From data, hypotheses, via model towards estimation
* Blocks/program flow
* Functions and variables, syntax in Ox
* Basics of object oriented programming
* Efficiency and algorithms
* Optimization of non-linear functions
* Econometrics in practics: Implementation of basic Econometric models
* Graphical output
* Optional: Links between Ox and C, Gauss

Hours - Weeks - Period
Summer school: 20 Lectures for one week in August, week 34 in 036/1325

Recommended prerequisites
Elective project-based MSc/IMSQE course REQUIRED COURSES (progression): 3620: Econometrics

Teaching Methods
Lecture

Literature
Doornik, J. A., and M. Ooms, 2006, Introduction to Ox, Timberlake consultants press (113 pages) Course slides and notes

IELTS

You are normally required to take an English Proficiency Test.

Most European Universities recognise the IELTS test.

Take test

Requirements

Students coming as Free-movers/non-Partner students (EU and non-EU students who do not have a bilateral partnership agreement with Aarhus University) applying for AU Summer University courses must apply by using the online form attached to each individual course. Afterwards you must hand in the required documentation for your university studies. Please remark that all freemovers are obliged to pay participation fees where as tuition fees only apply to freemovers from countries outside the EU/EEA/Switzerland.

Requirements:

1. You are expected to have the same requirements that apply to regular students. Freemovers therefore need to provide documentation for their subject levels in applicable subjects. Mathemathics if applying for courses offered by the School of Business and Social Science. Mathematics, chemistry, and physics if applying for courses offered by Faculty of Science and Technology.
2. If you are applying for admission to AU Summer University courses at Master level, you must hold a relevant Bachelor's degree (Or as a minimum 180 ECTS in your study programme)
3. An English test as you are expected to have a high level of English proficiency

English language requirements - 'English B' and 'English A'

English language requirements for applicants with a non-Danish/Nordic entry qualification.

According to the Danish Ministry of Science's Order no. 181 on Admission to Danish Universities, and the Danish Ministry of Education’s Order no. 239 on Admission to Higher Education in Denmark (The Admission Order), all applicants must, as a minimum, document English language qualifications comparable to an "English B level" in the Danish upper secondary school (Gymnasium). A few courses require 'English A', which is one level higher than 'English B'.

English language qualifications can be documented as follows:

TOEFL:
English B – Test results of at least 560 (paper-based) or 83 (internet-based test)
English A – Test result of at least 600 (paper-based) or 100 (internet-based test)
IELTS:
English B – Test results with a minimum score of 6.5 points
English A – Test results with a minimum score of 7.0 points
Cambridge/Oxford:
English B – Certificate in Advanced English (CAE)
English A – Certificate of Proficiency (CPE)
CEFR validated English language course:
English B – C1 level
English A – C2 level
”Native speakers” with an English taught qualifying exam (including applicants from USA, Canada, Australia, New Zealand and Great Britain). Applicants from all other countries (including African and Asian countries, where the exam has been taught in English) must submit a test.
Danish/Nordisk entrance examination

With an English level the Danish Agency for International Education considers comparable to a Danish B/A level in English.

Additional Requirements

Minimal degree required: Bachelor's degree
Minimal amount of work experience Not specified

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