Book Name: Microeconometrics and MATLAB : an introduction
Author: Adams, Abi; Clarke, Damian; Quinn, Simon
Publisher: Oxford University Press
File size: 2 Mb
File format: PDF
Microeconometrics and MATLAB : an introduction Pdf Book Description:
This publication is a practical manual for theory-based empirical evaluation in economics which guides the reader through the initial steps when shifting between economic theory and applied study. The publication gives a hands-on introduction into a number of the methods that economists use for econometric estimation and reveals the way to convert a choice of standard and innovative estimators to MATLAB code.
The publication provides a brief introduction to MATLAB and its own syntax, before proceeding to microeconometric software studied in graduate and undergraduate econometrics courses. Together with normal estimation methods such as, as an instance, Method of Moments, Maximum Likelihood, and constrained optimization, the publication also has a set of chapters analyzing more advanced research procedures. These include discrete option, different games, lively versions on a finite and infinite horizon, and semi- and nonparametric procedures. In closing, it discusses advanced features which may be utilised to optimise use of MATLAB, such as parallel computing.
Each chapter is organised around a variety of worked examples, made for your reader to handle as they proceed throughout the publication. Every chapter finishes with a collection of questions, readings, and extensions, designed to assist the reader in their method of adapting the illustrations from the book to fit their particular research questions.
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