Richard G. Pierse: Downloads

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Matlab Procedures

The following are various procedures written in matlab.

  • (zip file)
    Linear quadratic approximation procedures from Levine, Pearlman and Pierse (2007)

Lecture Handouts on Time Series Econometrics

These are handouts to accompany some lectures on assorted topics in time series econometrics. Hamilton (1994) would be an appropriate reference text.

Some old lecture notes on Gauss

These notes were written a few years ago and refer to Gauss version 3.x. Some of the information is therefore now a little out-of-date.

Some lecture notes on Quantitative Methods

Some lecture notes on Econometrics

Some lectures notes on Financial Econometrics

Some lectures notes on Macroeconomics

Some lectures notes on Economic Forecasting

Some lecture notes on Computer Programming

Some lecture notes on Operations Research

This page is maintained by Richard Pierse.