Econometric Society Workshop on Python and Julia

This workshop will provide a quick start introduction to programming in Python and Julia for economists. Our target audience is economists with some experience with programming in Matlab, Stata or similar, who are curious about Python and Julia, and how they might be useful for research in quantitative economics. The workshop will run as part of the North American Summer Meeting of the Econometric Society.

Content will be based on the introductory lectures from lectures.quantecon.org. The workshop will be hands on and participants are asked to bring their laptops.

Please register for the workshop through the conference registration system.

Installing Software

Although it’s not essential, we request that attendees at least attempt to install the necessary software prior to the workshop. Instructions are below. Troubleshooting and installation help will be available on the day.

Installing Python

To install Python we recommend installing the Python 3.5 version of the Anaconda Python distribution. Anaconda will be discussed during the workshop and, in essence, is an easy way to install a full scientific software stack and a good way to manage various Python packages.

To install Anaconda,

  1. Go to https://www.continuum.io/downloads.
  2. Choose the Python 3.5 download that matches your operating system (Windows / OSX / Linux).
  3. Follow the instructions below the download link.
  4. If the installer asks you to add anaconda to your path, please ensure that the checkbox is ticked.

Installing Julia

We recommend installing Julia from the Julia downloads page.

  1. Click on http://julialang.org/downloads/
  2. Choose the download that matches your operating system.
  3. Follow the instructions provided on the Julia platform specific instructions page.

To test your Julia installation,

  1. Open a terminal (OS X / Linux) or command line window (called cmd on Windows)
  2. Type julia at the prompt

We will make use of the IJulia package, which will allow you to use Julia in Jupyter Notebooks. To install it, type the following at the Julia prompt.

  1. Pkg.add(“IJulia”)
  2. using IJulia

Other Software and Resources

Here are some links that should be useful during and after the workshop