For some reason, the econometric toolkit of Hang Qian is no longer posted on his website. However, he still updates his codes at home, fixing bugs and improving numerical stability. If you are interested in these MATLAB codes for your research and teaching, you may request a personal copy by email matlabist@gmail.com. Please start your request by a brief description of who you are and what is the intended usage.

All codes are free, for everyone who loves knowledge for its own sake. I would be more than happy if my codes could be of a little help in your academic journey. Enclosed is a demo of very basic Bayesian OLS using the Gibbs sampler.

The following is a list of the codes developed by Hang Qian during his Ph.D. study at Iowa State University.

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Bayesian Econometrics Tools
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• Bayesian Linear Regression
• Byesian Regression with flexible disturbance specifications
• Bayesian Hidden Markov Chain (HMM) model
• Bayesian Finite Gaussian Mixture model
• Bayesian Regime Switch Regression
• Bayesian mixed frequency regression
• Bayesian Regression with Restricted Parameters
• Bayesian Seemingly Unrelated Regression (SUR)
• Bayesian Vector AutoRegression (VAR)
• Bayesian Endogenous Regressors and Instruments
• Bayesian Probit and Logit Model
• Bayesian Tobit Model
• Bayesian Panel Data Analysis
• Bayesian Stochastic Search Variable Selection
• Bayesian Highest Posterior Density (HPD) Region
• Bayesian Marginal Likelihood of Linear Regression Model

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Microeconometrics Tools (Classical Inference)
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• Ordinary Least Squares (OLS) and More
• Baseline Logit and Probit Model
• Unordered Logit Model with RUM
• Tobit Model of several varieties
• Hidden Markov Chain (HMM)
• Illustration of Expectationâ€”Maximization (EM) Algorithm

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Macroeconometrics Tools (Classical Inference)
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• Generalized Method of Moments (GMM)
• Hodrick-Prescott filter (HP filter)
• State space model and Kalman filter
• Dynamic Programming by Euler Equation Policy Function Iteration
• Weak Efficient Market Hypothesis Testing

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Numerical Methods and Statistics tools
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• Climb High (A Numerical Nonlinear Optimization Routine)
• Numerical Nash Equilibrium
• Random Numbers from Common Distributions
• Cumulative Distribution Function from Common Distributions
• Density Function from Common Distributions
• Universal sampling routine
• Numerical derivatives and integration

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Extra Tools on Economic Teaching and Research
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• Econ 101 Diagram Generator (Introductory Economics Textbook Style Graphs)
• MATLAB to R Codes Translator
• MATLAB to GAUSS Translator
• Class Attendance Checker