Chapter 3. Least Squares |

ex_3.1.sha |
Correlations for Real Investment |

ex_3.2.sha |
OLS Model for the Consumption Function |

ex_3.3.sha |
Creating a graph of mean wage against years of schooling |

Chapter 4. The Least Squares Estimator |

ex_4.1.sha |
Sampling Distribution of a Least Squares Estimator |

ex_4.4.sha |
Delta Method Estimation of Model for Demand for Gasoline |

ex_4.8.sha |
Log OLS Model for Demand for Gasoline |

ex_4.11.sha |
Multicollinearity in the Longley Data |

Chapter 5. Hypothesis Tests and Model Selection |

ex_5.2.sha |
OLS Model for the Earnings Equation |

ex_5.3.sha |
Restricted Investment Equation |

ex_5.4.sha |
OLS Model for Cobb-Douglas Production Function |

ex_5.5.sha |
F-Test for the Earnings Equation |

ex_5.6.sha |
Long-Run Marginal Propensity to Consume |

ex_5.7.sha |
J Test for a Consumption Function |

Chapter 6. Functional Form and Structural Change |

ex_6.4.sha |
OLS ANOVA Model for Airlines' Production Efficiency |

ex_6.6.sha |
Nonlinear Cost Function in the U.S. electric power industry |

ex_6.9.sha |
Structural Breaks in the U.S. Gasoline Market |

ex_6.10.sha |
The World Health Report |

Chapter 7. Nonlinear, Semiparametric, and Nonparametric Regression Models |

ex_7.4.sha |
Analysis of Nonlinear Consumption Function |

ex_7.9.sha |
LAD Estimation of a Cobb-Douglas Production Function |

ex_7.11.sha |
Partially Linear Translog Cost Function |

ex_7.12.sha |
A Nonparametric Average Cost Function |

Chapter 8. Endogeneity and Instrumental Variable Estimation |

ex_8.6.sha |
Labour Supply Model |

ex_8.7.sha |
Hausman Test for Consumption Function
return to scale and testing the hypothesis of equality of coefficients |

ex_8.10.sha |
Instrumental Variables Estimates of the Consumption Function |

Chapter 9. The Generalized Regression Model and Heteroskedasticity |

ex_9.1.sha |
Heteroskedasticity in the Monthly Credit Card Expenditure Model |

ex_9.2.sha |
White Estimator with Credit Card Expenditure Model |

ex_9.3.sha |
Testing Credit Card Expenditure Model for Heteroskedasticity |

Chapter 10. Systems of Equations |

ex_10.6.sha |
Estimating Klein's Model I using several techniques |

Chapter 11. Wage Equation Model with Panel Data |

ex_11.1.sha |
Testing for heteroskedasticity in an OLS model of average compensation |

Chapter 14. Maximum Likelihood Estimation |

ex_14.4.sha |
Variance Estimators for an MLE Electricity Costs Model |

Chapter 17. Discrete Choice |

ex_17.3.sha |
Assessing Teaching Methods with Probability Models |

ex_17.10.sha |
Specification Tests in a Labour Force Participation Model |

Chapter 19. Limited Dependent Variables - Truncation, Censoring, and Sample Selection |

ex_19.11.sha |
Sample Selection in Female Labour Supply Model |

Chapter 20. Serial Correlation |

ex_20.1.sha |
Serial Correlation in the Money Demand Equation |

ex_20.2.sha |
Autocorrelation Induced by Misspecification in Gasoline Market Model |

ex_20.3.sha |
Negative Autocorrelation in the Phillips Curve |

ex_20.4.sha |
Autocorrelation Consistent Covariance Estimation in Money Demand Model |

ex_20.6.sha |
GARCH Model for Exchange Rate Volatility |

Chapter 21. Nonstationary Data |

ex_21.1.sha |
Nonstationary Series for Nominal GNP |

ex_21.2.sha |
Tests for Unit Roots in U.S. Monetary Variables |

ex_21.3.sha |
Testing for a Unit Root in GDP with Augmented Dickey-Fuller |

ex_21.4.sha |
Examining a Unit Root in GDP |

ex_21.5.sha |
Cointegration in Consumption and Output |