Computation 2016
Lesson 1: Matlab review and d.g.p.
Class Material: Lesson1 - download
Lesson 2-3: OLS practice: estimation, projection/annihilator matrix, coefficient of determination, adjusted R2, studentized residuals, leverage, dfits, dfbeta.
Exercise: Exercise_02.pdf
Class Material: Lesson2 - download
Lesson 4: OLS practice: Montecarlo simulations.
Exercise: Exercise_04.pdf
Solution: Lesson_04.m
Lesson 5: Regression practice: Stata tutorial.
Exercise: Exercise_05.pdf
Class Material: Lesson5 - download
Solution: Lesson_05.do
Lesson 6: Matlab practice: random walk and flow control. If/for/while statements.
Exercise: Lesson06Exercise.pdf
Class Material: Lesson6 - download
Solution: Lesson06solution.m
Lesson 7-8: Advanced themes in Matlab: writing functions, multidimensional arrays.
Exercise: Exercise_08.pdf
Class Material: Lesson_08.pdf
Solution: Lesson08solution.m
Lesson 9: Problem set 2. Numerical optimization: fminunc, fmincond, OLS with numerical optimization.
Class Material: Lesson_08.pdf