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An Introduction to Matlab for Econometrics

Frain, John C - Department of Economics, Trinity College Dublin - 2010

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 … the use of MATLAB in econometrics are also given. After reading this document the reader should be able to make better use …

Persistent link: https://www.econbiz.de/10008590968

Introduction to STATA with Econometrics in Mind

Frain, John C - Department of Economics, Trinity College Dublin - 2010

This paper is an introduction to Stata with econometrics in mind. One aim of the proposed methodology is the keeping of appropriate records so that results can be easily replicated. These records should meet the requirements of management and internal audit functions in policy making bodies and...

Persistent link: https://www.econbiz.de/10008590967

NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints

Krawczyk, Jacek; Azzato, Jeffrey - Volkswirtschaftliche Fakultät, … - 2006

In this report, we outline a method for approximating a Markovian (or feedback-Nash) equilibrium of a dynamic game, possibly subject to coupled-constraints. We treat such a game as a "multiple" optimal control problem. A method for approximating a solution to a given optimal control problem via...

Persistent link: https://www.econbiz.de/10005837428

Computing the Jacobian in spatial models: an applied survey.

Bivand, Roger - Institutt for samfunnsøkonomi, Norges Handelshøyskole … - 2010

Despite attempts to get around the Jacobian in fitting spatial econometric models by using GMM and other approximations, it remains a central problem for maximum likelihood estimation. In principle, and for smaller data sets, the use of the eigenvalues of the spatial weights matrix provides a...

Persistent link: https://www.econbiz.de/10009024453

Comparing estimation methods for spatial econometrics techniques using R.

Bivand, Roger - Institutt for samfunnsøkonomi, Norges Handelshøyskole … - 2010

Recent advances in spatial econometrics model fitting techniques have made it more desirable to be able to compare results and timings. Results should correspond between implementations using different applications, while timings are more readily compared within a single application. A broad...

Persistent link: https://www.econbiz.de/10009024454

Validating multiple structural change models : A case study

Kleiber, Christian; Zeileis, Achim - Institut für Wirtschafts- und Sozialstatistik, … - 2004

In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical...

Persistent link: https://www.econbiz.de/10009216969

Note on Lilien and Modified Lilien Index

Ansari, Muhammad Rashid; Mussida, Chiara; Pastore, Francesco - Institute for the Study of Labor (IZA) - 2013

This note is a companion to the Lilien (lilien) and Modified Lilien (mlilien) commands for computing the relative indices in STATA. The note illustrates the main features of the commands with an application to the structural determinants of regional unemployment.

Persistent link: https://www.econbiz.de/10010796450