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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