Toolkit on Econometrics and Economics Teaching

Hang Qian Iowa State University August 2011

------------------------------------Bayesian Econometrics Tools ------------------------------------* bayesian/BayLinearRegressv1: * bayesian/BayRegressMorev1: * bayesian/BayRegimeChangev1: * bayesian/BayRestrictParav1: * bayesian/BaySURv1: * bayesian/BayVARv1: * bayesian/BayEndogneityv1: * bayesian/BayLogitProbitv1: * bayesian/BayTobitv1: * bayesian/BayPanelv1: * bayesian/BayVariableSearchv1: * bayesian/BayHPDv1: * bayesian/BayMarginLikev1:

Bayesian Linear Regression Byesian Regression with flexible disturbance specifications Bayesian Regime Switch Regression Bayesian Regression with Restricted Parameters Bayesian Seemingly Unrelated Regression (SUR) Bayesian Vector AutoRegression (VAR) Bayesian Endogenous Regressors and Instruments Bayesian Probit and Logit Model Bayesian Tobit Model Bayesian Panel Data Analysis Bayesian Stochastic Search Variable Selection Bayesian Highest Posterior Density (HPD) Region Bayesian Marginal Likelihood of Linear Regression Model

------------------------------------Microeconometrics Tools (Classical Inference) ------------------------------------* micro/OLSv1: Ordinary Least Squares (OLS) and More * micro/LogitProbitBasev1: Baseline Logit and Probit Model * micro/LogitRUMv1: Unordered Logit Model with RUM * micro/Tobitv1: Tobit Model of several varieties * micro/EMv1: Illustration of ExpectationMaximization (EM) Algorithm * micro/AggregateCovariatev1: Aggregated Covariate Data Model * micro/BootstrapBiasCorrectv1: Bootstrap Bias Correction with MIV ------------------------------------Macroeconometrics Tools (Classical Inference) ------------------------------------* macro/GMMv1: Generalized Method of Moments (GMM) * macro/Panelv1: Panel Data Analysis: Fixed, Random Effects, Two-way Fixed Effects * macro/DynamicProgramv1: Dynamic Programming by Euler Equation Policy Function Iteration * macro/EfficientMarketv1: Weak Efficient Market Hypothesis Testing

------------------------------------Numerical Methods and Statistics tools ------------------------------------* numeric/ClimbHighv1: Climb High (A Numerical Nonlinear Optimization Routine) * numeric/Nash: Numerical Nash Equilibrium * numeric/RandomNumber: Random Numbers from Common Distributions * numeric/CDF: Cumulative Distribution Function from Common Distributions * numeric/Density: Density Function from Common Distributions * numeric/SamplingMethod: Universal sampling routine * numeric/DiffInt: Numerical derivatives and integration ------------------------------------Extra Tools on Economic Teaching and Research ------------------------------------* extras/Econ101Diagramv1: Econ 101 Diagram Generator (Introductory Economics Textbook Style Graphs) * extras/Matlab2Rv1: MATLAB to R Codes Translator * extras/Matlab2Gaussv1: MATLAB to GAUSS Translator * extras/ClassAttendv1: Class Attendance Checker * extras/GradeTransformv1: Grades and Data Transformer ------------------------------------Compatibility package ------------------------------------* private/

Use only if MATLAB statistics, optimization toolbox is not installed on your computer when you use above toolkit

------------------Contact information ------------------Written by Hang Qian, Dept. of Economics, Iowa State University Contact me: matlabist@gmail.com More econometrics routines and pedagogical economics software are available at http://www.public.iastate.edu/~hqi/