I was originally an economics major, but I've managed to switch out into a major in math and a minor in CS (the study of AI was just too seductive). One area of CS theory that is pretty straightforward to pick up for an economist is algorithmic game theory: (http://www.amazon.com/Algorithmic-Game-Theory-Noam-Nisan/dp/...). There are also some strong connections to reinforcement learning and multi-agent systems (indeed much new research in computational economics is focused on multi-agent systems).