Microeconometrics and MATLAB : an introduction / Abi Adams, Damian Clarke, Simon Quinn.

Format:

Book

Author/Creator:

Adams, Abi, author.

Clarke, Damian, author.

Quinn, Simon, 1942-2025, author.

Language:

English

Subjects (All):

MATLAB.

Microeconomics--Econometric models.

Microeconomics.

Numerical analysis--Data processing.

Numerical analysis.

Physical Description:

1 online resource (xvii, 195 pages) : illustrations.

Edition:

First edition.

Place of Publication:

Oxford, England ; New York, New York : Oxford University Press, 2015.

Summary:

This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.-- Provided by publisher.

Contents:

Part I: Foundations

1: Entering the 'Matrix Laboratory'

2: The Agent Optimizes

3: The Economist Optimizes

Part II: Discrete Choice

4: Discrete Multinomial Choice

5: Discrete Games

Part III: Dynamics

6: Dynamic Choice on a Finite Horizon

7: Dynamic Choice on an Infinite Horizon

Part IV: Nonparametric Methods

8: Nonparametric Regression

9: Semiparametric Methods

Part V: Speed

10: Speeding Things Up ...

11. ... and slowing things down.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on online resource; title from PDF title page (ebrary, viewed January 19, 2016).

ISBN:

0-19-106944-2

0-19-106943-4