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• Main Page
  If you did any programming in any other programming language, such as Visual Basic, C, C++, GAUSS, etc. you will recognise a lot of common patter
  4 KB (676 words) - 09:19, 10 July 2015
• SavingData
  ...se results. This is especially important if your computations are lengthy, as just repeating the calculations may take too long. In general there are thr ...rce enclose=none>results.mat</source> and they have exactly the same names as they used to have previously. You can use the <source enclose=none>load</so
  11 KB (1,866 words) - 15:28, 25 September 2012
• LoadingData
  ...ractions. For example, '22-Sept-2012 12:00:00' is represented by 735134.5, as it is half way through the day. ...en an EXCEL file (see below) and your spreadsheet contains dates formatted as EXCEL dates, MATLAB will automatically translate these dates into the <sour
  10 KB (1,695 words) - 15:02, 10 November 2014
• Example 1
  ...close="none">textdata</source>. MATLAB attempts to import all data columns as numerical data. If it fails, these columns are automatically dumped in a cell array <source enclose="none">textdata</source>. As a result, all dates are converted to text in a cell array <source enclose="
  13 KB (2,074 words) - 14:40, 22 October 2015
• Program Flow and Logicals
  ...ne>condition1, condition2, …, conditionN</source> are mutually disjoint. As an example, you might think about different actions depending on your final It repeats at most as many times as many elements it has in the <source enclose=none>[range of values]</source>
  17 KB (2,751 words) - 16:54, 15 October 2013
• Function
  ...code, which is very useful for a OLS function which we are about to write, as that will be used very often. ...variables in the columns. This matrix should have the same number of rows as <math>\mathbf{y}</math>.
  14 KB (2,313 words) - 12:39, 21 November 2014
• Discussion
  ...r better use the command <source enclose=none>disp(VARIABLENAME);</source> as was done in the third line of the code. ...following commands will not work on matrix <source enclose=none>A</source> as it was defined here. Think why not? You may have to define a new (bigger) m
  14 KB (2,478 words) - 14:16, 10 October 2013
• FctExampleCode
  % the inverse of x'*x, but as xxi is required later for
  4 KB (522 words) - 14:16, 26 October 2012
• StatFunct
  .... They package these functions in what are called toolboxes and sell these as add-on products to MATLAB (see the [http://www.mathworks.co.uk/products/mat ...ibution under the null hypothesis) is that we would get a value as extreme as the test statistic.
  9 KB (1,476 words) - 20:49, 27 September 2012
• Example 2
  ...ther. Here we will use the <source enclose="none">xlsread</source> command as this works fairly consistently across versions. When you download dta from ...The <source enclose="none">flipud</source> commands reverse the data order as yahoo routinely returns files with the latest data on the top.
  17 KB (2,811 words) - 14:54, 11 November 2014
• Example 2b
  ...lation many times it may be useful to write a small function which accepts as an input the return series (where we will only hand in the slice of return <source>noy = % define as the number of years through which we loop
  10 KB (1,604 words) - 13:33, 16 October 2012
• NonlinOptTheory
  \widehat{\mathbf{\beta }}_{OLS}</math> as a function of the values observed for <math>% ...roduce the problem we stick to the minimisation of residual sum of squares as our objective, but we want to do that in a nonlinear model. Consider the si
  20 KB (3,188 words) - 12:50, 14 April 2015
• NonlinOptImp
  ...if so we will save the associated parameters. That will imply that as soon as we completed looping through all possibilities we will have the optimal par Now we are ready to start the loops. As we have two parameter values we need two nested loops in order to evaluate
  16 KB (2,533 words) - 21:28, 14 October 2015
• ConNonlinOptImp
  ...nstrained, because we allowed the optimisation to find any parameter value as the optimal value. The optimal parameter value could be any real number on This is the easiest way to deal with constraints if at all possible. As an example we shall consider the case in which we estimate a linearasied re
  11 KB (1,873 words) - 23:44, 13 November 2013
• ArrayStructures
  ...sequence of matrices. Say, <math>2\times 2\times 2</math> array is printed as All operations of extracting sub-arrays from the original arrays work as usual (see link). However, there are some particularities that I would like
  21 KB (3,349 words) - 19:42, 23 October 2012
• MaxLik
  ...athbf{x}_t</math> and <math>\mathbf{\theta}</math> is normally distributed as follows Therefore the density is as follows:
  29 KB (4,716 words) - 21:46, 14 October 2015
• Anonym
  ...For example, you can create a structure with function handlers and pass it as a parameter to optimization routine. This might be quite useful once your e <li><p>All variables that are not specified as inputs are copied from the workspace at the moment of creating the anonymou
  5 KB (793 words) - 13:41, 16 October 2012
• MaxLikCode
  ...access to the optimisation toolbox you can replace fminunc with fminsearch as the later is part of the main MATLAB software package. ...hood function for a linear model assuming conditional normality. Save this as nll_lin.m.
  6 KB (988 words) - 11:35, 5 August 2013
• MATLAB
  ...ocumentation. In addition to quite general econometric functions you will, as the name suggests, find a huge list of functions relevant if you are workin
  7 KB (1,070 words) - 09:43, 8 February 2022
• RobInf
  ...unction. We shall call it <source enclose="none">OLShac</source> function. As the <source enclose="none">OLSest</source> function it will report (unchang ...he case of autocorrelated error terms we apply Newey-West standard errors. As it turns out White standard errors are a special case of Newey-West standar
  11 KB (1,977 words) - 12:54, 1 November 2012

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