Organized by lectures:
Lecture5
Important note:
Some of the codes have been written by nice people that have made their codes freely available
Most of the codes in Lecture 1 has been written by Yousef Saad (University of Minnesota)
Codes on Kernel density estimation used in Lecture 2 have been written by Dick van Dijk (Erasmus School of Economics). I have translated his codes from Gauss
The rest of the codes were written by Gustavo Leyva. These codes are distributed in the hope that they will be useful but without any warranty
If you have questions regarding the codes or want to report bugs please send them to gustavo.leyva.jimenez@gmail.com. I would really appreciate them