Code

Matlab

GMM in Matlab Blurb: this file explains how to perform General Method of Moments in Matlab and calculate White SEs.

Windmeijer (2019) First-Stage Weighted GMM Blurb: this two-step procedure uses the residuals from a linear projection of endogenous variable on the instruments to weights the GMM moments \( E[Z^{\prime} u] \), allowing for clustering.

BLP (1995) IGMM in Matlab
BLP_IGMM

R + Rmarkdown

Make Markdown file
Blurb: this provides a template for using Rmarkdown; assumes necessary packages installed.

R JOE Graph
Blurb: this creates plots for Year to Date JOE ads for US Full Time Academic jobs by REPEC Top 10 and Top 25 US Econ dept institutions

Julia