Stone Studio

I’m trying to keep this page as a little collection for Matlab in the application of Econometrics. Please let me know your favourite links, resources.

• Econometrics Toolbox: by James P. LeSage, Demonstrations are provided for almost all functions and a 350 page manual in Acrobat PDF format

• R. Kelley Pace’s spatial statistics toolbox for MATLAB web site

• Mike Cliff MATLAB functions, Free GMM code and optimization stuff.

• Kevin Sheppard UCSD Garch Toolbox a free set of MATLAB functions estimate ARCH/GARCH models)

• Chris Sims MATLAB stuff Many papers with accompanying code examples.

• Justin Tobias Bayesian econometrics stuff Many MATLAB files with examples to accompany Bayesian Econometric Methods text by Poirier, Koop and Tobias.

• Gary Koop web site Web site to accompany Bayesian Econometrics by Gary Koop.

• The Econometrics Journal Online econometriclinks.com a site with 1,100,000 visitors in 13 years, 1995-2009

• Econometric Software Links

• Econometrics Journal

• Econometric Resources on the Internet John Kane web site

•  Colin Cameron UC Davis Economics Department Econometrics Links