Mark Agerton gave an introduction to programming in Julia, which is a relatively new language for scientific computing. Mark walked us through three examples in Julia: estimation of a binary logit model, a discrete time nonrenewable resource model, and a random coefficient multinomial logit model. The examples showed different Julia workflows, package development, automatic differentiation for gradient-based optimization, and solving constrained optimization problems with Julia’s modeling language, called JuMP.

Materials are posted here, and the video is available here.