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MATLAB for Economics and Econometrics A Beginners Guide

Author

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  • John C Frain

    (Department of Economics, Trinity College Dublin)

Abstract

This beginners' guide to MATLAB for economics and econometrics is an updated and extended version of Frain (2010). The examples and illustrations here are based on Matlab version 8.3 (R2014a). It describes the new MATLAB Desktop, contains an introductory MATLAB session showing elementary MATLAB operations, gives details of data input/output, decision and loop structures, elementary plots, describes the LeSage econometrics toolbox and shows how to do maximum likelihood estimation. Various worked examples of the use of MATLAB in economics and econometrics are also given. I see MATLAB not only as a tool for doing economics/econometrics but as an aid to learning economics/econometrics and understanding the use of linear algebra there. This document can also be seen as an introduction to the MATLAB on-line help, manuals and various specialist MATLAB books.

Suggested Citation

  • John C Frain, 2014. "MATLAB for Economics and Econometrics A Beginners Guide," Trinity Economics Papers tep0414, Trinity College Dublin, Department of Economics.
    • Handle: RePEc:tcd:tcduee:tep0414
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    File URL: http://www.tcd.ie/Economics/TEP/2014/TEP0414.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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