Università Roma Tre

Introduction.
Elements of Matlab.
Arithmetic operators: Logical and relational operators
Variables: assignment of variables, local and global variables.
Vectors: how to create a vector, row and column vectors, operations with vectors and access to the elements of a vector.
Matrices: how to create a matrix, square and rectangular matrices, identity and diagonal matrices, operations with matrices and access to the elements of a matrix.
Polynomials and solutions of linear systems.
Flow controls and conditional statements: if comparison structure, switch comparison structure. For and while loops.
Programming elements: scripts and functions, how to write and execute a function, how to write scripts.
Introduction to the use of 1-D charts.
Import data from files and file management. Import data from Excel sheets and .csv files
Principles of discrete sequence analysis. Sequence operations, convolutions and discrete linear correlations, correlograms.
Principles of descriptive statistics: characteristic parameters, parameter estimates, historical series and discrete series, histograms.
Statistical applications: time series, averaging, volatility and higher order moments. Graph of historical time series and statistical analysis through moments, histograms and normal fitting.

Moodle: https://economia.el.uniroma3.it/course/index.php?categoryid=5

Slides provided by the professor
Databases of financial time series:
- www.quandl.com
- yahoo finance
- U.S Dept. of Energy
Useful links:
- GNU OCTAVE for Windows, Linux, and MacOs X
- jMathLab for Linux
- FreeMat for Windows, Linux, and MacOs X
- R software for Windows, Linux, and MacOs X
- 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.