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An introduction to computational methods with particular emphasis on applying these techniques in methods and formal theory. Being on the cutting edge of political methodology and formal theory increasingly requires detailed knowledge of computational techniques. We will cover such topics as numerical differentiation and integration, simulation methods, numerical linear algebra, numerical optimization, computation of equilibria, and various other topics. Each of these techniques will be applied to a number of core applications: Bayesian estimation, estimation using the Simulated Method of Moments, nonparametric estimation, multiplayer games, dynamic optimization problems, and structural estimation.