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

  • JMCB-11-557-replication.zip   93k - Nov 15, 2015, 5:46 PM by Elmar Mertens (v2)
  • 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
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An introduction to EViews with sample codes.  Jan 26, 2010, 6:46 AM Elmar Mertens
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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
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Style file for presentations  7k v. 2 Jan 23, 2010, 6:57 PM Elmar Mertens
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My BibTeX bibliography  292k v. 4 Jan 23, 2010, 6:55 PM Elmar Mertens
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Style file for papers   7k v. 7 Jan 29, 2010, 3:03 PM Elmar Mertens
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Toolbox for linear GMM, uses the notation of Hayashi's Textbook.   46k v. 8 Jan 23, 2010, 6:56 PM Elmar Mertens
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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
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Material for Matlab Course  Jan 23, 2010, 10:22 PM Elmar Mertens
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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
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  93k v. 2 Nov 15, 2015, 5:46 PM Elmar Mertens
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