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* [http://www.kevinsheppard.com/wiki/MFE_MATLAB:Kevin Sheppard's MATLAB introduction]
 
* [http://www.kevinsheppard.com/wiki/MFE_MATLAB:Kevin Sheppard's MATLAB introduction]
 
* Martin V., Hurn S. and Harris D. (2012) Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) [http://www.amazon.co.uk/Econometric-Modelling-Time-Specification-Econometrics/dp/0521196604/ref=sr_1_1?s=books&ie=UTF8&qid=1345214275&sr=1-1]
 
* Martin V., Hurn S. and Harris D. (2012) Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) [http://www.amazon.co.uk/Econometric-Modelling-Time-Specification-Econometrics/dp/0521196604/ref=sr_1_1?s=books&ie=UTF8&qid=1345214275&sr=1-1]
 +
* MATLAB Guide by D.J. Higham and N.J. Higham, 2005, Society for Industrial and Applied Mathematics
  
 
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Revision as of 16:29, 11 September 2012

Econometric Computing Learning Resource (ECLR)

This is the home of the ECLR. It is the purpose of this resource to facilitate the learning of MATLAB as an Econometric software.

A similar page exists for the following softwares:

The Basic Programming Techniques

In this section we will introduce a number of very basic (yet extremely powerful) programming techniques. Whatever language you programme in you will encounter these techniques, although the details will of course vary. We recommend that you ensure that you are familiar with these before you progress to #Special Econometric Topics .

Matrices Loading Data Functions Program Flow
TBC LoadingData Discussion
FunctionExample.m
OLSest.m
Example Data
TBC

Special Econometric Topics

Other useful MATLAB resources

  • Sheppard's MATLAB introduction
  • Martin V., Hurn S. and Harris D. (2012) Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) [1]
  • MATLAB Guide by D.J. Higham and N.J. Higham, 2005, Society for Industrial and Applied Mathematics

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