Title:
matlab-econometric-toolbox
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Description: MATLAB code for:
1. least-squares, simultaneous systems (2SLS,3SLS, SUR)
2. limited dependent variable (logit, probit, tobit) and Bayesian variants
3. time-series (VAR, BVAR, ECM) estimation and accompanying forecasting functions
4. ridge, Theil-goldberger, switching regimes, robust regression
5. regression diagnostics, e.g. Belsley, Kuh Welsch, Cook-Weisberg
6. cointegration testing
7. statistical distributions (CDF, PDF and random deviate generation)
8. Bayesian Gibbs sampling estimation and MCMC convergence diagnostics
9. maximum likelihood and Bayesian spatial econometrics functions
10. lots of other stuff, over 350 functions
To Search:
File list (Check if you may need any files):
coint\acf.m
.....\adf.m
.....\adf_d.m
.....\cadf.m
.....\cadf_d.m
.....\contents.html
.....\contents.m
.....\crthegy.m
.....\c_sja.m
.....\c_sjt.m
.....\detrend.m
.....\FinalConsumption.wk1
.....\hegy.m
.....\hegy.zip
.....\hegy_d.m
.....\johansen.m
.....\johansen_d.m
.....\make_html.m
.....\phillips.m
.....\phillips_d.m
.....\prt_coint.m
.....\ptrend.m
.....\rztcrit.m
.....\shenqiuadf.m
.....\test.dat
.....\WS_FTP.LOG
.....\ztcrit.m
coint
data\agriculture.dat
....\agriculture.m
....\anselin.dat
....\anselin.data
....\anselin.ford
....\anselin.m
....\boston.dat
....\boston.data
....\boston.m
....\boston.txt
....\boston.xy
....\contents.html
....\countyg.dat
....\countyg.m
....\crime.dat
....\crime.m
....\elect.dat
....\elect.data
....\elect.ford
....\elect.m
....\elect.txt
....\election.dat
....\election.m
....\ford.dat
....\garchd.data
....\growthley.dat
....\growthley.m
....\grun.dat
....\grun.m
....\hamd.dat
....\house.dat
....\house.m
....\htoledo.dat
....\htoledo.m
....\love.dat
....\love.m
....\nelsonp.dat
....\nelsonp.m
....\ohioschool.dat
....\ohioschool.m
....\school.dat
....\school.m
....\schools.dat
....\schools.m
....\spector.dat
....\spector.m
....\test.dat
....\tvpgrch.dat
....\tvpmoney.dat
....\wmat.dat
....\wmat.m
....\WS_FTP.LOG
....\xdata.asc
....\ydata.asc
data
.iagn\arch.m
.....\arch_d.m
.....\bauer.dat
.....\bkw.m
.....\bkw_d.m
.....\bpagan.m
.....\bpagan_d.m
.....\contents.html
.....\contents.m
.....\cusums.m
.....\cusums_d.m
.....\dfbeta.m
.....\dfbeta_d.m
.....\make_html.m
.....\plt_cus.m
.....\plt_dfb.m
.....\plt_dff.m
