LeSage J.P. Applied Econometrics using MatLAB

This book describes a set of MatLAB functions that implement a host of
econometric estimation methods. Toolboxes are the name given by the
MathWorks to related sets of MatLAB functions aimed at solving a particular
class of problems. Toolboxes of functions useful in signal processing,
optimization, statistics, ¯nance and a host of other areas are available from
the MathWorks as add-ons to the standard MatLAB software distribution.
I use the term Econometrics Toolbox to refer to the collection of function
libraries described in this book.