MATLAB Toolbox for econometric modeling of time series. E4 makes up for the lack of PC software for estimating econometric models by exact maximum likelihood.

“Applied Econometrics using MATLAB”配套的计量经济Matlab包-MATLAB code for: 1. least-squares, simultaneous systems (2SLS,3SLS, SUR) 2. limited dependent variable (logit, probit, tobit) and Bayesian variants 3. time-series (VAR, BVAR, ECM) estim