| Chapters 2, 3, 4 The Simple Linear Regression Model |
|---|
| ols.sha |
The food expenditure equation
(including the effects of scaling data, a linear-log model,
the Jarque-Bera test for normally distributed errors)
|
| samp10.sha |
A repeated sampling experiment
|
| hprice.sha |
Nonlinear relationships
|
| hprice2.sha |
Using indicator (dummy) variables
|
| test.sha |
Interval estimation and hypothesis testing |
| predict.sha |
Prediction |
| poly.sha |
Polynomial models, estimating a growth rate |
| wage.sha |
A wage equation and prediction with a log-dependent variable
|
| chicken.sha |
A log-log poultry demand equation
|
| Chapters 5, 6
The Multiple Regression Model |
| sales.sha |
Sales model for a hamburger chain
|
| pizza.sha |
Interaction variables |
| beer.sha |
Restricted least squares |
| faminc.sha |
Model specification and the RESET test
|
| car.sha |
A model of car gasoline consumption |
| Chapter 7
Using Indicator Variables |
| house.sha |
The university effect on house prices
|
| wage2008.sha |
Applying indicator variables - a wage equation
|
| coke.sha |
A linear probability model
|
| Chapter 8
Heteroskedasticity |
| het.sha |
Testing for heteroskedasticity, White standard
errors, weighted least squares, multiplicative heteroskedasticity
|
| gls.sha |
The Goldfeld-Quandt test and Generalized Least Squares
|
| coke.sha |
Heteroskedasticity in the linear probability model
|
| Chapter 9
Regression with Time Series Data |
| okun.sha |
Finite distributed lags, serial correlation
|
| phillips.sha |
A Phillips curve
|
| Chapter 10
Random Regressors and Moment-Based Estimation |
| mroz.sha |
Instrumental variables estimation
|
| Chapter 11
Simultaneous Equations Models |
| system.sha |
2SLS estimation for the demand and supply
of truffles
|
| fish.sha |
Supply and demand at the Fulton Fish Market
|
| Chapter 14
Time-Varying Volatility and ARCH Models |
| arch.sha |
Estimation of ARCH models
|
| Chapter 15
Panel Data Models |
| panel.sha |
A microeconomic panel data model
|
| pool.sha |
Sets of regression equations
|
| sure.sha |
Seemingly Unrelated Regression
|
| Chapter 16
Qualitative and Limited Dependent Variable Models |
| probit.sha |
Probit and logit estimation of a model of
transport choice
|
| coke.sha |
More probit and logit estimation
|
| medal.sha |
Poisson regression: A model of medal totals at the Olympic Games
|
| tobit.sha |
Tobit model estimation
|
| mroz.sha |
Tobit estimation of a labour supply function
|
