Tutorials

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.


 

Tutorial 0

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

Upgrade to Julia Version 0.3.0


Tutorial 1

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


Tutorial 2

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


Tutorial 3

Bootstrapping and Non-parametric p-values in Julia


Tutorial 4

Stepdown p-values for Multiple Hypothesis Testing in Julia


Tutorial 5

Parallel Processing in Julia: Bootstrapping the MLE


Tutorial 6

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


Tutorial 7

Selection Bias Corrections in Julia, Part 1


Bradley J. Setzler

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