Category Archives: Programming

>R code for OLS

>Just to show the mathematics involved in computing the OLS coefficients on a simulated data set (which is a good approach to really learning econometrics): set.seed(1234)n <- 1000×1 <- rnorm(n)x2 <- runif(n)X <- cbind(1, x1, x2)k <- ncol(X)beta <- c(2, … Continue reading

Posted in Econometrics, Numerical methods, Programming, R | Leave a comment

Notepad++ tips 1

Notepad++ is a very versatile editor; I use it for programming in R and C/C++ and also as a LaTeX editor.  For programming languages the following features come in handy, i.e. (1) auto-close and (2) auto-completion.

Posted in Notepad++, Programming | Leave a comment