Microeconometrics and MATLAB
An Introduction
- PART I: FOUNDATIONS
- Entering the 'Matrix Laboratory'
- 1.1 OLS in MATLAB: 'Hello, world!'
- 1.2 The Beauty of Functions
- 1.3 A Simple Utility Function
- 1.4 Review and Exercises
- The Agent Optimizes
- 2.1 Profit Maximization
- 2.2 Utility Maximization
- 2.3 Simulating Economic Models
- 2.4 Review and Exercises
- The Economist Optimizes
- 3.1 Maximum Likelihood
- 3.2 Generalized Method of Moments
- 3.3 Review and Exercises
- PART II: DISCRETE CHOICE
- Discrete Multinomial Choice
- 4.1 Binary Logit
- 4.2 Multinomial Logit
- 4.3 Multinomial Probit
- 4.4 Review and Exercise
- Discrete Games
- 5.1 A Simple Cournot Game
- 5.2 A Discrete Bayesian Game
- 5.3 Review and Exercise
- PART III: DYNAMICS
- Dynamic Choice on a Finite Horizon
- 6.1 Direct Attack
- 6.2 Dynamic Programming
- 6.3 Memoization
- 6.4 Stochastic Dynamic Programming
- 6.5 Estimating Finite Horizon Models
- 6.6 Review and Exercise
- Dynamic Choice on an Infinite Horizon
- 7.1 Value Function Iteration
- 7.2 Policy Function Iteration
- 7.3 Estimating Infinite Horizon Models
- 7.4 Review and Exercise
- PART IV: NONPARAMETRIC METHODS
- Nonparametric Regression
- 8.1 Parametric Versus Nonparametric Approaches
- 8.2 Kernel Regression
- 8.3 Cross Validation
- 8.4 Local Linear Regression
- 8.5 Review and Exercise
- Semiparametric Regression
- 9.1 Multivariate Kernel Regression
- 9.2 Dimension Reduction
- 9.3 Partially Linear Models
- 9.4 Single Index Models
- 9.5 Review and Exercise
- PART V: SPEED
- Speeding Things Up...
- 10.1 Introduction
- 10.2 Clever Coding
- 10.3 Parallel Computing
- 10.4 Parallel Computing with the GPU
- 10.5 Other Tricks
- ...and Slowing Things Down