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  • Last update: 5 years ago
  • Total downloads: 84
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Alan Weiss
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scripts default iconSymbolic Derivatives for Econometric Tests (Scripts) Publisher's description

Two Econometrics Toolbox functions, lmtest and waldtest

Two Econometrics Toolbox functions, lmtest and waldtest, require you to give derivative estimates or covariance estimates as inputs. How are you supposed to calculate those inputs? This demo shows how to calculate them using the Symbolic Math Toolbox jacobian function for gradients and covariances (via Hessians), and matlabFunction for turning those gradients and covariances into function handles or files.

The demo is similar in some ways to those showing how to use symbolic functions for optimization. The difference is largely that econometrics uses data. The demo shows how to use data as an input for econometrics functions symbolically.

System Requirements:

MATLAB 7.9 (2009b)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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