IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this software component

ECONOMETRICS: MATLAB toolbox of econometrics functions

Listed author(s):
  • James P. LeSage


    (University of Toledo)

This toolbox of MATLAB econometrics functions includes a collection of regression functions for least-squares, simultaneous systems (2SLS, 3SLS, SUR), limited dependent variable (logit, probit, tobit), time-series (VAR, BVAR, ECM) estimation and forecasting functions, ridge, Theil-Goldberger, switching regimes, robust regression, regression diagnostics functions, cointegration testing, statistical distributions (CDF, PDF and random deviate generation), Bayesian Gibbs sampling estimation and MCMC convergence diagnostics, maximum likelihood and Bayesian spatial econometrics functions. Demonstrations are provided for all functions and a 200 page manual is available in postscript and PDF form with examples and data sets (also available online). All functions provide printed and graphical output similar to that found in RATS, SAS or TSP. The toolbox, manual and examples are free; no attribution or blame need be assigned to the authors. User contributed functions are welcome and many such functions are included in the Econometrics Toolbox, as well as other MATLAB functions that have been placed in the public domain.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: program library
Download Restriction: no

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number T961401.

in new window

Programming language: MATLAB
Requires: MATLAB Release 5
Date of creation: 30 Dec 1998
Handle: RePEc:boc:bocode:t961401
Contact details of provider: Postal:
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA

Phone: 617-552-3670
Fax: +1-617-552-2308
Web page:

More information through EDIRC

Order Information: Web:

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:t961401. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.