An Introduction to Structural Econometrics in Julia

This is a multi-part tutorial that begins with Julia installation instructions and ends with an application of Method of Simulated Moments estimation, adapted from my Julia introductory lecture at the University of Chicago.

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Tutorial 0

Getting Started: Installing Julia, Julia Studio, and Packages Used in Economics

Upgrade to Julia Version 0.3.0

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Tutorial 1

Introductory Example: Ordinary Least Squares (OLS) Estimation in Julia

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Tutorial 2

Maximum Likelihood Estimation (MLE) in Julia: The OLS Example

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Tutorial 3

Bootstrapping and Non-parametric p-values in Julia

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Tutorial 4

Stepdown p-values for Multiple Hypothesis Testing in Julia

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Tutorial 5

Parallel Processing in Julia: Bootstrapping the MLE

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Tutorial 6

Kalman Filter for Panel Data and MLE in Julia, Part 1

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Tutorial 7

Selection Bias Corrections in Julia, Part 1

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Bradley J. Setzler