Anyone is free to use these routines, no attribution (or blame) need be placed on the author/authors.

Download a zip file containing the toolbox functions. MATLAB econometrics functions for:

Demonstrations are provided for almost all functions and a 350 page manual in Acrobat PDF format

The demo files consist of files with the function name and a trailing letter d. For example: the ols.m function demo file is named ols_d.m, and the ols_g.m demo file is named ols_gd.m

In some cases where more than one demo file exist, the files are named sar_gd.m, sar_gd2.m, sar_gd3.m

Most estimation functions provide printed and graphical output similar to that found in RATS, SAS or TSP.

User contributed functions are welcome and many such functions are included in the Econometrics Toolbox, as well as other useful MATLAB functions that have been placed in the public domain. I've attempted to make the documentation and usage of all functions consistent, which involved tampering with some of the public domain source files.