Toolkit on econometrics and economics teaching in matlab

The following Matlab project contains the source code and Matlab examples used for toolkit on econometrics and economics teaching. I have about a hundred MATLAB routines related to econometrics, statistics and introductory economics teaching, which are written mostly in my spare time in the past years.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
example1.m 272
GIBBS_IV.m 6204
OLS.m 3016
Readme.txt 806
TSLS.m 2957
example1.m 1098
example2.m 528
HPD_CDF.m 3095
HPD_INV.m 1129
HPD_PDF.m 3163
HPD_SIM.m 968
pdf_3_modal.m 106
Readme.txt 823
DATA_PROCESS.m 2326
GIBBS_LINEAR.m 4283
Readme.txt 1474
SampleOLSData.xls 45056
setup.m 6470
DATA_PROCESS.m 2472
GIBBS_PROBIT.m 4985
MH_LOGIT.m 5966
Readme.txt 1558
SampleProbitData.xls 44032
setup.m 6594
TN_RND.m 1479
example1.m 130
GIBBS_LINEAR_PY.m 7649
Readme.txt 671
DATA_PROCESS.m 3742
example1.m 376
GIBBS_PANEL_POS_RANDOM.m 8836
GIBBS_PANEL_RANDOM.m 8509
Readme.txt 1582
SamplePanelData.xls 1395200
setup.m 8176
TN_RND_UPPER.m 3620
DATA_PROCESS.m 2559
GIBBS_2_REGIME.m 7752
GIBBS_2_REGIME_SMOOTH.m 7013
Readme.txt 1592
SampleRegimeData.xls 28160
setup.m 7841
DATA_PROCESS.m 2874
GIBBS_AR1_ERROR.m 5195
GIBBS_LINEAR.m 4273
GIBBS_MH_T_ERROR.m 6631
GIBBS_MIX_NORMAL.m 6232
GIBBS_MIX_TWO.m 6768
GIBBS_SKEW_NORMAL.m 4826
GIBBS_T_ERROR.m 5589
Readme.txt 1693
SampleOLSData.xls 45056
setup.m 7219
TN_RND_LOWER.m 3596
TN_RND_UPPER.m 3620
example1.m 476
GIBBS_LINEAR_CONSTRAINT.m 5999
Readme.txt 791
TN_RND.m 1479
example1.m 365
GIBBS_SUR.m 5812
Readme.txt 875
WISHART_RND.m 858
DATA_PROCESS.m 2684
example1.m 197
example2.m 390
GIBBS_TOBIT.m 5990
GIBBS_TOBIT_ENDOGEITY.m 8356
GIBBS_TOBIT_X_CENSOR.m 5331
Readme.txt 1633
SampleTobitData1.xls 134144
SampleTobitData2.xls 135168
setup.m 8060
TN_RND.m 1479
DATA_PROCESS.m 2333
example1.m 575
Readme.txt 1793
SampleSearchData.xls 245248
setup.m 6977
VARIABLE_SEARCH.m 7728
DATA_PROCESS.m 1917
GIBBS_VAR.m 6008
Readme.txt 1407
SampleVARData.xls 60416
setup.m 6504
desktop.ini 48
Readme.txt 1209
setup.m 12358
setup.m 4056
UTILITY.m 4149
setup.m 3279
UMAX.m 5894
UMAX_LAGRANGIAN.m 3186
UMAX_SUBSTITUTE.m 3031
DEMAND.m 21733
setup.m 3662
CS.m 2077
MyCS.m 1501
setup.m 2372
COLA.m 6604
setup.m 4155
setup.m 3993
STAMP.m 7231
setup.m 3991
SUBSIDY.m 7007
QUOTA.m 6195
setup.m 3981
PRODUCE.m 11790
setup.m 3715
PROFIT.m 7199
setup.m 2504
DATA_PROCESS.m 3054
E10_SECOND_AUCTION_BAYESIAN.m 1349
E11_Myerson1.m 1949
E11_Myerson2.m 2828
E12_ONeill_CHAIN.m 3470
E1_PRISONER.m 230
E2_BOS.m 234
E3_HAWK.m 235
E4_PENNIE.m 237
E5_ROCK.m 261
E6_BERTRAND.m 817
E7_COURNOT.m 845
E8_FIRST_AUCTION.m 744
E9_SECOND_AUCTION.m 675
NASH_2P2S.m 4982
NASH_2P3S.m 6402
NASH_3P2S.m 5288
NASH_PURE_2P.m 3793
NASH_PURE_3P.m 6064
NASH_PURE_4P.m 5901
NASH_2P2S.m 4982
NASH_2P3S.m 6402
NASH_3P2S.m 5288
NASH_PURE_2P.m 3793
NASH_PURE_3P.m 6064
NASH_PURE_4P.m 5901
Readme.txt 2076
setup.m 15203
Output.txt 1334
PPF.m 11536
setup.m 3504
CSPS.m 6445
setup.m 3013
CEIL.m 5079
setup.m 2694
GDP.m 2782
setup.m 5407
CPI.m 1728
setup.m 4324
CPI.m 3909
setup.m 5956
MONEY.m 2246
setup.m 2618
Readme.txt 2678
setup.m 2896
Users Guide to Economics 101 Diagram Generator.pdf 628927
dictionary.xls 17920
Readme.txt 1302
setup.m 17284
EXTENSION0.m 1919
EXTENSION1.m 3354
EXTENSION2.m 4473
MAT2GAS.m 61382
MATLAB to GAUSS Translator.pdf 255070
ARG_FIND.m 1327
BRACKET_STRUCT.m 1946
IS_EXIST.m 141
IS_LEGAL_NAME.m 444
IS_NUMBER.m 157
MATCH_BRACKET_BACKWARD.m 726
MATCH_BRACKET_FORWARD.m 719
SampleMatlabCodes.gas 4520
SampleMatlabCodes.m 3809
setup.m 5197
EXTENSION0.m 2177
EXTENSION1.m 3040
EXTENSION2.m 4789
MAT2R.m 114567
MATLAB to R Translator.pdf 264285
ARG_FIND.m 1327
BRACKET_STRUCT.m 1946
IS_EXIST.m 141
IS_LEGAL_NAME.m 444
IS_NUMBER.m 157
MATCH_BRACKET_BACKWARD.m 726
MATCH_BRACKET_FORWARD.m 719
SampleMatlabCodes.m 4037
SampleMatlabCodes.R 5580
setup.m 5178
Euler Equation Based Policy Function Iteration1.pdf 566413
Markov Chain approximation to AR process.pdf 210794
Readme.txt 771
GROWTH.m 3342
LINEAR_INTERP_1.m 1131
LINEAR_INTERP_DELUXE_1.m 1192
N_FOR_N.m 315
GROWTH_LABOR.m 4557
LINEAR_INTERP_1.m 1131
LINEAR_INTERP_DELUXE_1.m 1192
N_FOR_N.m 1438
STEADY_STATE.m 248
AR1_MARKOV_FAST.m 1592
AUTARKY.m 6560
LINEAR_INTERP_2.m 1933
LINEAR_INTERP_DELUXE_2.m 2262
N_FOR_N.m 1912
pic_aut.emf 32508
STEADY_STATE.m 248
Business Cycle Statistics.xls 20992
COMPLETE_MARKET.m 14141
LINEAR_INTERP_4.m 2880
LINEAR_INTERP_DELUXE_2.m 2262
LINEAR_INTERP_DELUXE_4.m 3930
N_FOR_N.m 5001
pic.emf 60892
pic2.emf 53896
STEADY_STATE.m 248
VAR1_MARKOV_FAST.m 2633
GROWTH.m 3458
LINEAR_INTERP_1.m 1131
LINEAR_INTERP_DELUXE_1.m 1192
N_FOR_N.m 315
pic.emf 28120
GROWTH_LABOR.m 4690
LINEAR_INTERP_1.m 1131
LINEAR_INTERP_DELUXE_1.m 1192
N_FOR_N.m 1438
pic.emf 30376
STEADY_STATE.m 248
AR1_MARKOV_FAST.m 1592
AUTARKY.m 6503
LINEAR_INTERP_2.m 1933
LINEAR_INTERP_DELUXE_2.m 2262
N_FOR_N.m 2024
pic_aut.emf 32520
STEADY_STATE.m 248
val_function.mat 428622
Business Cycle Statistics.xls 20992
COMPLETE_MARKET.m 14194
LINEAR_INTERP_4.m 2880
LINEAR_INTERP_DELUXE_2.m 2262
LINEAR_INTERP_DELUXE_4.m 3930
N_FOR_N.m 5001
pic1.emf 53396
pic2.emf 14224
STEADY_STATE.m 248
VAR1_MARKOV_FAST.m 2633
main.m 7929
Readme.txt 1513
READ_DATA.m 957
SampleFinanceData.xls 430080
setup.m 7839
vec.m 176
VISIBLE.m 997
GMM.m 7971
orthogonality.xls 26112
ORTH_EVAL.m 2760
Readme.txt 1495
SampleGMMData.xls 219136
setup.m 6337
DATA_PROCESS.m 3833
example1.m 441
PANEL_2WAY_FIXED.m 8720
PANEL_FIXED.m 6434
PANEL_RANDOM.m 8158
Readme.txt 1707
SamplePanelData.xls 1395200
setup.m 7375
AGGREGATE_GIBBS1.m 7937
AGGREGATE_ML1.m 6248
AGGREGATE_ML2.m 5190
AGGREGATE_ML3.m 5440
AGGREGATE_MSE_TSLS.m 3505
AGGREGATE_TSLS.m 3371
Jacob5.mat 605
Jacob7.mat 637
OLS.m 208
Readme.txt 1391
SIM1.m 6760
SIM2.m 7137
Sim_results1.xls 21504
Sim_results2.xls 274432
WISHART_RND1.m 109
ASVAB.xlsx 804578
Conditional distribution.xls 26624
CONDITIONAL_BOUND.m 5624
CONDITIONAL_BOUND_2MIV.m 6920
DIRICHLET_RND.m 1021
DIR_COMBINE.m 1615
GAUSS_LEGENDRE.m 10371
HPD_CDF.m 1724
HPD_SIM.m 1018
Marginal distribution.xls 26112
MARGINAL_BOUND.m 6371
MARGINAL_BOUND_2MIV.m 7321
Readme.txt 1479
score.m 16066
Summary Statistics.xls 26624
B2_shape.m 1580
BIAS_CORRECT_MAX.m 2322
BIAS_CORRECT_MIN.m 2324
Example_Chernozhukov.m 2694
Example_Kreider.m 5399
Example_Kreider_full.m 5569
Example_Manski.m 3607
Example_Manski_full.m 2498
Example_Power.m 2836
Figure1.png 22444
Figure2.png 5155
HRS.txt 1925462
MIV_std.m 4474
Readme.txt 1704
Sim_results_Kreider(0826).xls 24064
Sim_results_Manski(0828).xls 23040
SIPP.txt 5246032
EM_T_ERROR.m 5686
EM_T_ERROR_SIM.m 4320
example1.m 234
GIBBS_MH_T_ERROR.m 6631
EM_MISS_DATA.m 2655
Healy_Westmacott_example.m 206
Readme.txt 568
EM_TOBIT.m 5804
example1.m 196
TOBIT.m 5636
data_generate.m 350
DATA_PROCESS.m 2488
LOGIT.m 5442
ORDER_LOGIT.m 4958
ORDER_PROBIT.m 5223
PROBIT.m 5624
Readme.txt 1501
SampleProbitData.xls 44032
setup.m 5717
example1.m 724
example2.m 4138
MNL.m 3640
NEST_LOGIT.m 4986
Readme.txt 646
SampleNestLogitData.xlsx 214581
Cochrane_Orcutt_GLS.m 4128
DATA_PROCESS.m 4874
OLS.m 3018
Readme.txt 1728
SampleOLSData.xls 45056
setup.m 6899
TSLS.m 2957
DataGenerate.m 294
DATA_PROCESS.m 2671
example1.m 220
example2.m 195
Readme.txt 1432
SampleTobitData1.xls 134144
SampleTobitData2.xls 135168
setup.m 7141
TOBIT.m 5636
TOBIT_X_CENSOR.m 4678
TOBIT_X_CENSOR_Heckman.m 4755
CHI2_CDF.m 692
GAMMA_CDF.m 710
LOGISTIC_CDF.m 487
MVN_CDF.m 3401
MVT_CDF.m 3224
NORM_CDF.m 844
NORM_INV.m 836
PARETO_CDF.m 670
Readme.txt 855
T_CDF.m 752
WEIBULL_CDF.m 974
DATA_PROCESS.m 557
EQUATION.m 16723
example1.m 2680
example2.m 1377
example3.m 1503
example4.m 1485
example5.m 2252
GUI.m 2920
Guide to Climb High (Numerical Optimization).pdf 414307
MAXIMIZE.m 15570
MAX_CORE.p 4908
MINIMIZE.m 15924
GAMMA_PDF.m 922
GAMMA_PDF_LOG.m 911
IG_PDF.m 912
IG_PDF_LOG.m 909
LOGISTIC_PDF.m 529
MVN_PDF.m 1961
MVN_PDF_LOG.m 1960
MVT_PDF.m 2529
MVT_PDF_BCB.m 1790
MVT_PDF_BCB_LOG.m 1783
MVT_PDF_LOG.m 2528
NORM_JOINT_PDF.m 966
NORM_JOINT_PDF_LOG.m 953
NORM_PDF.m 714
NORM_PDF_LOG.m 707
PARETO_PDF.m 695
POISSON_PROB.m 702
POISSON_PROB_LOG.m 701
Readme.txt 789
T_PDF.m 821
T_PDF_LOG.m 814
WEIBULL_PDF.m 1047
WISHART_PDF.m 851
WISHART_PDF_LOG.m 890
DERIVE.m 3827
INTEGRAL.m 10365
Readme.txt 778
DATA_PROCESS.m 3054
E10_SECOND_AUCTION_BAYESIAN.m 1349
E11_Myerson1.m 1949
E11_Myerson2.m 2828
E12_ONeill_CHAIN.m 3470
E1_PRISONER.m 230
E2_BOS.m 234
E3_HAWK.m 235
E4_PENNIE.m 237
E5_ROCK.m 261
E6_BERTRAND.m 817
E7_COURNOT.m 845
E8_FIRST_AUCTION.m 744
E9_SECOND_AUCTION.m 675
NASH_2P2S.m 4982
NASH_2P3S.m 6402
NASH_3P2S.m 5288
NASH_PURE_2P.m 3793
NASH_PURE_3P.m 6064
NASH_PURE_4P.m 5901
NASH_2P2S.m 4982
NASH_2P3S.m 6402
NASH_3P2S.m 5288
NASH_PURE_2P.m 3793
NASH_PURE_3P.m 6064
NASH_PURE_4P.m 5901
Readme.txt 2076
setup.m 15203
DIRICHLET_RND.m 1021
DISCRETE_RND.m 1424
EXTREME_RND.m 1965
GAMMA_RND.m 1940
INV_GAMMA_RND.m 2112
INV_WISHART_RESTRICT_1ST.m 1571
INV_WISHART_RESTRICT_LAST.m 1207
INV_WISHART_RND.m 907
LOGISTIC_RND.m 1961
MVN_RND.m 1380
MVT_RND.m 1579
PARETO_RND.m 1546
Readme.txt 1019
TN_RND.m 1479
TN_RND_LOWER.m 3596
TN_RND_UPPER.m 3620
WEIBULL_RND.m 1563
WISHART_RESTRICT_RND.m 1122
WISHART_RND.m 858
ADAPT_REJECT_SAMPLE.m 8535
DATA_PROCESS.m 3445
example1.m 3118
INVERSE_CDF.m 1854
Output.txt 10198
Readme.txt 1716
REJECT_SAMPLE.m 3504
setup.m 3919
WEIGHED_BOOTSTRAP.m 3058
cdf.m 278
chi2cdf.m 691
fminunc.m 15923
gamcdf.m 707
gamrnd.m 1943
MAX_CORE.p 4908
normcdf.m 753
Readme.txt 1217
tcdf.m 751
wishrnd.m 854
Table of Contents.pdf 133922
Toolkit on Econometrics and Economics Teaching.pdf 134999
license.txt 1309

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