Elmar Mertens

Search this site

Codes

Below are some of my codes for Matlab, EViews and LaTeX/BibTeX. Codes are provided on an "as is" basis. No warranty, but comments are of course welcome. Feel free to use them as long as you give proper reference to the source.

Recent Files

  • EViews notes   0k - Jan 26, 2010 6:46 AM by Elmar Mertens (v2)
    ‎An introduction to EViews with sample codes.‎
  • Matlab Course   0k - Jan 23, 2010 10:22 PM by Elmar Mertens (v2)
    ‎Material for Matlab Course‎
  • genrmnl.prg   2k - Jan 23, 2010 7:33 PM by Elmar Mertens (v2)
    ‎Macro to generate Loglikelihood object with analytic derivatives for estimation of multinomial logit in EViews 4.x. Allows as many categories of dependent variable and as many explanatory variables as EViews can digest. User needs only to group category dummies in one group and explanatory variables in another group.‎
  • embeamer.sty   7k - Jan 23, 2010 6:57 PM by Elmar Mertens (v2)
    ‎Style file for presentations‎
  • empaper.sty   7k - Jan 29, 2010 3:03 PM by Elmar Mertens (v7)
    ‎Style file for papers ‎
Showing 5 files from page Codes.

more to follow ...
 EViews
EViews notes
View		 An introduction to EViews with sample codes.  Jan 26, 2010 6:46 AM Elmar Mertens
genrmnl.prg
Download		 Macro to generate Loglikelihood object with analytic derivatives for estimation of multinomial logit in EViews 4.x. Allows as many categories of dependent variable and as many explanatory variables as EViews can digest. User needs only to group category dummies in one group and explanatory variables in another group.  2k v. 2 Jan 23, 2010 7:33 PM Elmar Mertens
 latex
embeamer.sty
Download		 Style file for presentations  7k v. 2 Jan 23, 2010 6:57 PM Elmar Mertens
embib.bib
Download		 My BibTeX bibliography  292k v. 4 Jan 23, 2010 6:55 PM Elmar Mertens
empaper.sty
Download		 Style file for papers   7k v. 7 Jan 29, 2010 3:03 PM Elmar Mertens
 matlab
lingmm.zip
View Download		 Toolbox for linear GMM, uses the notation of Hayashi's Textbook.   46k v. 8 Jan 23, 2010 6:56 PM Elmar Mertens
markovchains.zip
View Download		 Multivariate Markov Chains: Conditional and unconditional (ergodic) moments, autocovariances. Tauchen's method for converting a VAR(1) into a markov chain.  21k v. 11 Jan 23, 2010 6:56 PM Elmar Mertens
Matlab Course
View		 Material for Matlab Course  Jan 23, 2010 10:22 PM Elmar Mertens
swbq.zip
View Download		 Long-Run Restrictions in VARs: Demonstrates the equivalence between the algorithms of Shapiro/Watson and Blanchard/Quah (for same data / same restrictions). The code uses some routines from James P. LeSage's Econometrics Toolbox (www.spatial-econometrics.com) which are included in the zip-file for your convenience. Please note the copyright.  28k v. 9 Jan 23, 2010 6:56 PM Elmar Mertens

Report Abuse|Print Page|Remove Access|Powered By Google Sites