Flirting With Models

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!

Many who dabble in numerical computing and modeling have played with languages such as Matlab, Mathematica, and R. While they are great languages and toolkits for rapid prototyping, being interpreted languages, they can fall short in the speed/efficiency department (which is why many models are converted to faster languages such as C++/Java/C# after prototyping).

Here is an article about getting the most of your Matlab code.