MATLAB for Econometrics
By ET
I start to feel unconfortable to use SAS for econometrics, SAS is a great package with a lot of predefined routines to take care almost all needs of econometrics.
There are times, when SAS is not good enough. For example, when fitting a panel data model, it is very hard to get what I exactly want. Jumping arround GLM, MIXED, TSCSREG, etc, I finally gave up. Stata is a better package for panel data, but I really do not want to start learning a new software now. Matlab seems a good package for my needs. With all the formulae in econometrics books and algorithms, matrix manipulation capabilities, I can write my own routines.
Here is a good link to the documentations:
April 27th, 2006 at 10:06 pm
We don’t need to reinvent the wheel in this case.
Here is a link to the statistics toolbox (documentation included in the link)
http://www.mathworks.com/access/helpdesk/help/toolbox/stats/
It can do most of the works you need to run regressions, etc.
April 27th, 2006 at 5:32 pm
Hi Xiaoquan,
Could you share the code with me?
Thank you very much
Zheng