Softwares

General Resources

tutorialspoint.com -- a very useful hub for learning many programming languages. It also provides a place, codingground, to compile programs online. Check codingground here.

R

R is an excellent statistical software, widely used and contributed by a large community. More information on R could be found on the R-project site at http://www.r-project.org/

Install R and GUI

• Download R for Windows

• Download R Studio (a GUI for R)

Books for R

• Econometrics in R -- Farnsworth

• Many free books

• Phân tích số liệu và biểu đồ bằng R -- Nguyễn Văn Tuấn

Other resources

• Resources for R/Stata -- Princeton

• Learning resources of R -- UCLA

• Resources for R -- Princeton

• stackoverflow -- a good problem-solving resource

• Quick-R -- sort and sweet of learning R

• R-bloggers

• R for Matlab users

• Cookbook for R

Matlab/Octave/Dynare

• Octave

  • Octave Packages

• Dynare -- tool for DSGE and OLG models

• Matlab for Economics: John C Frain, Kyle Handley

• Dynare Programs: by Johannes Pfeifer, by Dynare

Applications

• Notes and programs by Fabrice Collard

Fortran

• How to install GFortran: check YouTube video

• How to compile GFortran

Fortran Convenient Tools

• Quick review of commands

• Intrinsic functions

  • Arithmetic operators

• Interpolation routines

• MINPACK

• Unconstrained Minimization

• Plotting:

  • gnufor (Fortran 90), gnufor2, gnuplot

  • PGPLOT Graphics Subroutine Library

  • GnuplotFortran: A Fortran 95 interface to Gnuplot

Tutorials

• Tutorialspoint

• Notes from University of Hawaii

• Notes and examples from NCI Australia

• Notes from Stanford University

• Notes from Oxford University

• Notes from University of Washington

• Fortran 90 Manual

• List of tutorials

• Numerical recipes in Fortran 77

• Examples from the The Fortran Company

• Fortran wikibook

• Fortran Programming Advance

• Advanced Fortran 90

• Fortranplus

• Fortran resources

Source Codes and Libraries

• List of libraries (from The Fortran Company)

• Fortran Libraries (from fortranwiki)

• Libraries and tools from Absoft

• Source codes in Fortran 90 -- John Burkardt

• Fortran source codes

• GNU Scientific Library (GSL): manual, installation, Fortran interface

• BLAS (Basic Linear Algebra Subprograms)

• LAPACK (Linear Algebra PACKage), ScaLAPACK (Scalable LAPACK)

  • documentation (explanation of the subroutines)

  • Users' guide

  • Individual routines explained

  • lapack testing matgen

• EISPACK

• ARPACK (for large scale eigenvalue problems)

• ATLAS (Automatically Tuned Linear Algebra Software)

• BLACS (Basic Linear Algebra Communication Subprograms)

• PBLAS, (Parallel Basic Linear Algebra Subprograms)

• BLAS3, PHiPAC, DOE ACTS Collection,

• SLEPc (Scalable Library for Eigenvalue Problem computations)

• FEAST Eigenvalue Solver

Applications

• Introduction to Computational Economics using Fortran -- lots of source codes

• Computational Methods and Applications First Edition, Second Edition

Others

• Building common software packages with gfortran

• Creating Fortran Libraries

• Applications gfortran runs

• Fortran standards documents

• Fortran 2003 and 2008 features supported by gfortran

• Blog about Fortran

Companies working on Fortran

• The Fortran Company

• Numerical Algorithms Group (NAG Fortran Library)

• Intel's non-commercial softwares

• Numerical Recipes in Fortran 77 and Numerical Recipes in Fortran 90

Julia

• Julia Language

• Julia by Examples

Python

• Quantitative Economics

• Online Python Tutor

• Python for Econometrics

SPSS

• Installation Guide and Manuals

• Manipulating Data in SPSS

• Learning resources of SPSS by UCLA

Stata

• Learning resources of Stata -- UCLA

• Data Analysis using Stata -- Princeton

• Resources for R/Stata -- Princeton

C/C++

• Learn Cpp

Latex

Latex is an excellent typesetting platform for scientific documents. Information on Latex could be found at http://latex-project.org/

Installation

1. Get and install MikTex (Windows) or TEX Live (multiplatform)

2. Get and install TEXnicCenter (optional)

3. Make configuration to point TEXnicCenter to MikTex or TEX Live (optional)

How to use

• Latex-Wikibooks

Lyx

Lyx is an excellent document processor based on TEX; it uses the editing paradigm of WYSIWYG (what you see is what you get).

Installation

1. Get and install MikTex (Windows) or TEX Live (multiplatform)

2. Get and install Lyx

3. Make configuration to point Lyx to MikTex or TEX Live

How to use

• Lyx-Wiki

  • Tips: 1, 2, 3

Big Data and Cloud Computing

Learn about Big Data

Introduction to Cloud Computing

Cloud Computing: Big Picture

Data Visualization

Tools to visualize data

Applications

• Spatial Econometrics -- James P. LeSage

• QM & RBC softwares , old links: QM & RBC codes

• List of codes for QM & RBC