Harvard Economics Graduate Student

matElike: Empirical Likelihood made easy

matElike is a large and comprehensive Matlab package to estimate moment-condition models via Empirical Likelihood. It supports linear and nonlinear models and has been tested on datasets with hundreds of thousands of observations. matElike also includes features to estimate GMM models with the same syntax (for easy comparisons) and to simplify hypothesis testing and confidence interval computation.

• Download the zip file here. (Version 0.1.4, last updated: June 1, 2008)
• The short paper "Practical Empirical Likelihood Estimtion with matELike" explains how to install and use the package. Note: you must edit the "elLoad.m" file and modify your Matlab path as described in the document.

Office Address
Department of Economics
Littauer Center, Room 200
Harvard University
Cambridge, MA 02138

Contact Information
Email: jzedlewski@hbs.edu

Research Interests
Industrial organization
Applied econometrics
Computational economics