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