Econometrics with Octave
Dirk Eddelbuettel · Journal of Applied Econometrics · 2000
GNU Octave is an open-source implementation of a (mostly Matlab compatible) high-level language for numerical computations. This review briefly introduces Octave, discusses applications of Octave in an econometric context, and illustrates how to extend Octave with user-supplied C++ code. Several examples are provided. Copyright © 2000 John Wiley & Sons, Ltd.