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Applied Econometrics using MATLAB
James P. LeSage
eBook Edition: 1998

This text describes a set of MATLAB functions that implement a host of econometric estimation methods. Toolboxes are the name given by the MathWorks to related sets of MATLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, _nance and a host of other areas are available from the MathWorks as add-ons to the standard MATLAB software distribution.

The author use the term Econometrics Toolbox to refer to the collection of function libraries described in this book.

eBook Contents

Preface – Introduction - Regression using MATLAB - Utility Functions - Regression Diagnostics - VAR and Error Correction Models - Markov Chain Monte Carlo Models - Limited Dependent Variable Models - Simultaneous Equation Models - Distribution functions library - Optimization functions library - Handling sparse matrices – References - Appendix

eBook License: Copyrighted (Personal Use Only)

Free PDF eBook - 1.45 Mb - 332 pages