Jun
16
2009
Free Matlab Econometrics Toolbox
Here is a great, free econometrics tool-box, courtesy of James P. LeSage. It has an accompanying manual which can be downloaded here. Just make sure you add the library location to your Matlab search path (File > Set Path)!
Also on the site is a long (200 pages) book (?) on Spatial Econometrics, which you can get here. As well, he has another long (300 pages) book on The Theory and Practice of Spatial Econometrics. Grab it here.
And finally, also available is his book Applied Econometrics using MATLAB. 350 pages, and definitely worth a look!