Microeconometrics and MATLAB: An Introduction by Abi AdamsMicroeconometrics and MATLAB: An Introduction by Abi Adams

Microeconometrics and MATLAB: An Introduction

byAbi Adams, Damian Clarke, Simon QUINN

Paperback | March 16, 2016

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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 econometricestimation 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 constrainedoptimisation, 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 tooptimise 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 ownresearch questions.
Abi Adams is an Associate Professor of Economics at the University of Oxford, a Research Fellow at the Institute of Fiscal Studies and a Cowles Foundation Postdoctoral Fellow. Her research focuses on consumer choice, with a particular interest in nonparametric methods and revealed preference theory. Damian Clarke is a DPhil (PhD) ...
Title:Microeconometrics and MATLAB: An IntroductionFormat:PaperbackDimensions:256 pages, 9.21 × 6.14 × 0 inPublished:March 16, 2016Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198754507

ISBN - 13:9780198754503

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Table of Contents

I: Foundations1. Entering the 'Matrix Laboratory'2. The Agent Optimises3. The Economist OptimisesII: Discrete Choice4. Discrete Multinomial Choice5. Discrete GamesIII: Dynamics6. Dynamic Choice on a Finite Horizon7. Dynamic Choice on an Infinite HorizonIV: Non-Parametric Methods8. Nonparametric Regression9. Semiparametric MethodsV: Speed10. Speeding Things Up. . .11. . . and Slowing Things Down