Computer Programming in Econometrics

Introduction

This page contains the material for the course on Computer Programming in Econometrics at the Tinbergen Institute.

The course is taught in two times two sessions, Monday 14-Tuesday 15 September 2009 and Monday 5-Tuesday 6 October 2009. The student assistant is Xinying Fu.

The material for the course will be made available as we go along on this page.

Material

Material for the Programming course:

File	Explanation
Exercise elim, elim.ox	Initial exercise, to study before the course
1up, 4up	Additional syntax slides
students.zip	Example ox code and data files
duration.mat	Duration data for final exercise
olssim.pdf	Additional (voluntary) exercise on simulation

Day	Morning lecture	Afternoon tutorial
Session 1	1up, 4up	1up, 4up
Session 2	1up, 4up	1up, 4up

Deadlines

First exercise (secret): Handwritten material to Xinying at first convenient occasion; files at Blackboard before Tuesday 22/9, 9.00h. This will only be commented on, no official mark. You can work in teams of two or three if you wish.
Second exercise (duration, exdur_1009.pdf, exdur_1009_4up.pdf): Files at Blackboard before Monday 26/10, 9.00h. This exercise will count for 25% of the final mark of the Math II/Computer Programming course. You can work in a team of a maximum of two students if you wish. No working together between groups allowed, of course

Installation material

Download Ox installation files from http://www.doornik.com/
Install optional packages like SsfPack, GnuDraw, OxUtils, DPD; for an overview of available packages, see http://www.doornik.com/download.html.
For using GnuDraw, additionally install GnuPlot into c:\program files
More detailed instructions are available.

Other material

An Ox users list is available at JiscMail.

Another way of getting started with Ox is to study the Introduction to Ox by Jurgen Doornik and Marius Ooms.