Econometric
Sources
Textbooks
Helmut Lütkepohl, New Introduction to Multiple Time Series Analysis
Walter Enders, Applied Economic Time Series.
William Greene, Econometric Analysis, 6th edition
Bayesian Econometric
Models
Fair Model
Quantitaive Economicsand
Business Cycles
Econonomics Working papers
archieve(downloadable papers)
Working papers archieve (serach)
Elservier ScienceJournal
abstracts and for some journals full papers
Matlab
- MATLAB
6 (R12) [US], [EU]
- Matlab 6 with Desktop
interface
- MATLAB Student
version Release 12
- SStream MATLAB
links, by Richard Johnson
- Download Debugged
version of LAPACK for MATLAB 5.3
- Matlab FTP-site [US] , [UK]
with programs of (300) books
- Free Bayesian
Net Toolbox 2.0 by Kevin Murphy
.cs.berkeley.edu
- Macro-Investment
Analysis using MATLAB and Other programs
by William F.
Sharpe
- Statlib opened a (small) MATLAB
archive (Jun 1999)
- Lots of free and
commercial MATLAB packages at Mathtools.net/Applications (mathtools
now taken over by mathworks (Jun 2000), list sitll working)
- Hoover and Perez Matlab
(simulation) code
for ''LSE-methodology'' of selecting dynamic econometric
equations
- ARfit 2.2
Free basic VAR package for MATLAB by Arnold Neumaier
- Free fast Matlab Spatial Toolbox 1.1
by Kelley Pace
and Ron Barry
(7.5MB!). For sparse large-dimensional autoregressions. Also available
for Fortran 90.
- Free basic statistics
toolbox Statbox
4.1 by Gordon
Smyth
- Free Financial
Engineering Toolbox v. 2.0 by Rafal Weron
- Matlab now also allows
for objects, which have been used to create a Database Toolbox 2.1
and a Financial
Toolbox 2.1This requires the Statistics Toolbox 3,
Optimization
Toolbox 2.1, and the Splines Toolbox 3.
- Use and
manipulation of Java (1.1) (MS/Sun) Classes possible
- Jos Sturm freely
provides SeDuMi
1.03 toolbox for solving optimization
problems over symmetric cones. Allows for quasiconvex-quadratic
constraints and positive semii-definiteness constraints (using
Semidefinite programming, SDP ).
Complex valued entries allows. GPL (General Public) licence.
- Spatial Econometrics Toolbox for
Matlab by James P. LeSage and friends. Extensive, with 350 page
manual. I.a. Numerical Recipes
optimization routines and GAUSS utilities.
- O-matrix
provides an inexpensive and fast compiler of matlab programs.
- MATLAB files
and links for filtering, RBC modeling and much more, by Torben Mark
Pedersen
- Matlab resources at ECE,
basic
- JMatLink MATLAB applied
in java applets
- MultiMATLAB
From Computer Science
Department Cornell
- MATLAB digest (Quarterly)
- Matlab
tutorials from University of New Hampshire, department of Mathematics
- Nederlandse
MATLAB handleiding van Vrije Universiteit Amsterdam Ad Ridder en
Manon Dortland.
- Expensive, but there is
a Second
hand market on the net