Computer Labs

Julia in VS Code

We will be working with the Julia programming language this semester. I like Julia because it is good with linear algebra and also let’s us do Monte Carlo simulations quite smoothly. Also, it’s free!

Preparing your computer

To prepare your computer for the semester, follow these steps:

  • Go to and install the latest version of Julia on your machine.

    (Random note: If your computer runs on Windows 7, use Julia version 1.5.x)

  • Go to and install VS Code on your machine.

  • Open VS Code and install the Julia extension and the Jupyter extension. (It’s easy to install extensions within VS Code, just have a look through the documentation.)

  • If you like, write me (Juergen) an email and let me know if and how it worked. Definitely drop me a line if you haven’t been successful!

Week 2

The Julia notebook for week 2 will be posted here soon. Once you have a working Julia environment in VS Code, you can try and see if you are able to open the notebook file.

Open it in VS Code.

Week 3

Continue your work on last week’s notebook. Once you’re done, work on this:

Week 4

Finish your work on last week’s notebook. Once you’re done, work on this:

Week 5

This week you will continue your work on the WLLN and you will also simulate the central limit theorem.

Week 6

This week you will revisit Card’s earnings/schooling data set and do some IV estimation.

Week 7

This week you will run some Monte Carlo simulations. We’re creating our own data set and see how close the estimator is to the true parameter (of our own choosing).

Week 8

Continue your Monte Carlo simulations from last week.

Week 9

This week’s lab is very similar to your computational assignment.

Week 10

This week you are coding an MLE optimization problem.

Week 11

This week you are implementing probit/logit estimation of limited dependent variable models.

Week 12