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Applied Econometrics using MATLAB

Preface This text describes a set of MATLAB functions that implement a host of econometric estimation methods. Toolboxes are the name given by the MathWorks to related sets of MATLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, ¯nance and a host of other areas are available from the MathWorks as add-ons to the standard MATLAB software distribution. I use the term Econometrics (more…)