Matlab
- available at Computer class in Economicum (plus the
libraries below) and University unixes.
- Install libraries: Dynare
and Iris-toolbox
- Iris-toolbox
is the most comprehensive choice and contains functions/methods to
compute all the stuff that is covered by the course.
- Iris Cookbook
is very useful to start learning Iris. There might be tiny changes in
the command syntax after the new release of Iris. The new release is
also much wider in terms of the models and methods.
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Octave
- Open source: download,
windows
download, Matlab like IDEs
- Libraries: Dynare
- You may rely on some free libraries in computing data
moments
- LeSage's
spatial econometrics contains useful functions, but not all.
- Standard Octave libraries such as Statistics,
Econometrics and Signal prcessing toolbox contain code that you need.
- Signal
processing toolbox should contain standard primitives to compute
spectral stuff. Please, let me know if you find better option. (Spectran could be an option, but I have not tested it.)
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