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An Introduction to Matlab for Econometrics

Author

Listed:
  • John C Frain

    (Department of Economics, Trinity College Dublin)

Abstract

This paper is an introduction to MATLAB for econometrics. It describes the MATLAB Desktop, contains a sample MATLAB session showing elementary MATLAB operations, gives details of data input/output, decision and loop structures, elementary plots, describes the LeSage econometrics toolbox and maximum likelihood using the LeSage toolbox. Various worked examples of the use of MATLAB in econometrics are also given. After reading this document the reader should be able to make better use of the MATLAB on-line help and manuals.

Suggested Citation

  • John C Frain, 2010. "An Introduction to Matlab for Econometrics," Trinity Economics Papers tep0110, Trinity College Dublin, Department of Economics.
    • Handle: RePEc:tcd:tcduee:tep0110
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    File URL: http://www.tcd.ie/Economics/TEP/2010/TEP0110.pdf
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    More about this item

    Keywords

    Matlab; Econometric Software;

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software

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