Latest update: March 19, 2018.
Office: D521 (Building 2, ISCTE-IUL Business School)
Office hours: by appointment
The objective of this course is to provide an introduction to MATLAB. Since MATLAB is used by many researchers in most areas of economics/finance, learning it gives an important skill to the user. In addition, acquiring a solid knowledge in programming helps in using other econometric software packages.
The course covers language fundamentals, including definition of variables, vectors, matrices, as well as cell arrays and structures. Programming is a key part of the course, since it allows students to write their own scripts in the future. A section deals with plotting, a useful tool to present the results. Finally, important applications will also be discussed, including solving linear systems, and statistics and econometrics.
At the end of the course, student must deliver an assignment. It covers an area of economics/finance, and students must show their skills in working with and manipulating data, programming, carrying out an analysis, and present the results. The assignment accounts for 100% of the final grade. The assignment is available here.
For each chapter, I prepared MATLAB codes and some exercises.
I recommend two books for those who are more interested in MATLAB. My slides broadly rely on them.