The MathWorks, Inc. web site
  • NOTE: Students can purchase MATLAB for around 100 dollars.
    The Mathtools web site
  • The motherload of matlab code
    Mike Cliff's GMM package web site
  • NOTE: the past gmm files in the Econometrics Toolbox were from Mike Cliff, but this is now the best place to get the most up-to-date versions.
    R. Kelley Pace's spatial statistics toolbox for MATLAB web site
  • I stole many of Kelley's sparse matrix ideas for use in the spatial econometrics function library.
  • And, Kelley (being a great guy) gave me permission to include some of his functions in the Econometrics Toolbox.
    KALMTOOL: A Kalman filtering functions for MATLAB
  • Does extended filtering and has c-mex functions for speed
    Google's directory on MATLAB
    Mastering MATLAB web site
  • From the authors of the textbooks on MATLAB
    Kevin Murphy's web site
  • The author of the UCSD_garch toolbox functions.
    Online tutorials for MATLAB
  • From Duke University.
    Computational Economics resources site
    StatSci.org MATLAB page
  • Includes links to many toolboxes and other code.
    Statbox 4.2 by Gordon Smyth
  • University of Queensland