Microeconometrics and MATLAB: An Introduction

Microeconometrics and MATLAB is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research.

This book provides microeconometrics research techniques and practical applications of microeconomics. It discusses a series of fundamental estimation methods in the microeconometric literature, and provides working code which allows readers to learn and apply this to their own real world problems.

The text provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. MATLAB is then used to solve basic optimization problems, model the behavior of optimizing agents, and find model parameters.  The Parallel Computing Toolbox is also introduced in a later section about speed.