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This is a repository designed to introduce basic Julia applications for econometrics. The folders included are as follows:

• dataframes: Basic introduction to Julia's dataframes capabilities
• DDC: An attempt at solving a dynamic discrete choice model
• JuMP: Various applications of Julia's JuMP package (which is a modelling language that interfaces with a variety of industry-grade optimizers). Subfolders are as follows:
  • mlogit: classic multinomial logit with alternative-specific parameters, estimated with and without constraints
  • normal: maximum likelihood estimation of the classical normal linear model
  • xtlogit: a (currently unsuccessful) attempt at a binary logit with random effects
  • xtlogitNoHet: binary logit with no random effects
  • xtlogitSimple: another attempt at a binary logit with random effects
• loopVsMatmul: a speed test for matrix multiplication in loop versus vectorized form
• mlogit: Vestigial version of JuMP/mlogit/, before I discovered JuMP
• ols: basic OLS in Julia
• save: simple example for reading .mat (Matlab) files into Julia and saving Julia objects into .mat files