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Teacher
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BENEDETTO FRANCESCO
(syllabus)
MATLAB: Help and Documentation.
Key Features, Desktop Basics.
Matrices and Arrays.
Array Indexing.
Workspace Variables, Character Strings.
Calling Functions, 2-D Plots, Line Plots.
Subplots
Programming and Scripts, Sample Script.
Loops and Conditional Statements.
Script Locations.
Histograms and time-series analysis. Volatility, higher order statistics and application to financial time series.
(reference books)
Lecture Slides.
- MATLAB® / R Reference, by David Hiebeler (June, 2014).
- Econometrics and Economics in Matlab.
- "An Introduction to Matlab for Econometrics", by J. C. Frain, TEP Working Paper No. 0110, February 2010.
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Università Roma Tre