A Gentle Introduction to Effective Computing in Quantitative Research

A practical guide to using modern software effectively in quantitative research in the social and natural sciences.

This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing.

The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.

After initial appointments at the University of British Columbia and the University of Western Ontario, Harry J. Paarsch held the position of Professor of Economics and Robert Jensen Research Fellow in the Henry B. Tippie College of Business at the University of Iowa and subsequently Chair in Economics at the University of Melbourne. From 2011 to 2014, he worked as an applied economist and data scientist for Amazon.com.

Konstantin Golyaev is an applied economist and data scientist who lives and works in Seattle.