Publications by Bruno Rodrigues
New website!
This is my new website! It’s built using jekyll-bootstrap and hosted on Github. Related To leave a comment for the author, please follow the link and comment on their blog: Econometrics and Free Software. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're lookin...
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Simulated Maximum Likelihood with R
First update on my research, details here. Related To leave a comment for the author, please follow the link and comment on their blog: Econometrics and Free Software. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job...
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Method of Simulated Moments with R
Second update on my research, details here. Related To leave a comment for the author, please follow the link and comment on their blog: Econometrics and Free Software. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science jo...
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Nonlinear Gmm with R – Example with a logistic regression
In this post, I will explain how you can use the R gmm package to estimate a non-linear model, and more specifically a logit model. For my research, I have to estimate Euler equations using the Generalized Method of Moments. I contacted Pierre Chaussé, the creator of the gmm library for help, since I was having some difficulties. I am very grate...
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Using R as a Computer Algebra System with Ryacas
R is used to perform statistical analysis and doesn't focus on symbolic maths. But it is sometimes useful to let the computer derive a function for you (and have the analytic expression of said derivative), but maybe you don't want to leave your comfy R shell. It is possible to turn R into a full-fledged computer algebra system. CASs are tools th...
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Object Oriented Programming with R: An example with a Cournot duopoly
I started reading Applied Computational Economics & Finance by Mario J. Miranda and Paul L. Fackler. It is a very interesting book that I recommend to every one of my colleagues. The only issue I have with this book, is that the programming language they use is Matlab, which is proprietary. While there is a free as in freedom implementation of th...
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R, R with Atlas, R with OpenBLAS and Revolution R Open: which is fastest?
In this short post, I benchmark different “versions” of R. I compare the execution speeds of R, R linked against OpenBLAS, R linked against ATLAS and Revolution R Open. Revolution R Open is a new open source version of R made by Revolution Analytics. It is linked against MKL and should offer huge speed improvements over vanilla R. Also, it us...
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Introduction to programming econometrics with R
This semester, I’ll be teaching an introduction to applied econometrics with R, so I’ve decided to write a very small book called “Introduction to programming Econometrics with R”. This is primarily intended for bachelor students and the focus is not much on econometric theory, but more on how to implement econometric theory into computer...
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Export R output to a file
Sometimes it is useful to export the output of a long-running R command. For example, you might want to run a time consuming regression just before leaving work on Friday night, but would like to get the output saved inside your Dropbox folder to take a look at the results before going back to work on Monday. This can be achieved very easily usin...
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Update to Introduction to programming econometrics with R
This semester I taught a course on applied econometrics with the R programming language. For this, I created a document that I gave to my students and shared online. This is the kind of document I would have liked to read when I first started using R. I already had some programming experience in C and Pascal but this is not necessarily the case f...
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