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 Name | Size |
|---|---|
| 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 |
