| Chapter 2 The Simple Regression Model |
| ceosal1.sha |
Examples 2.3, 2.6, 2.8, 2.11; Section 2.4 -
CEO Salary |
| vote1.sha |
Examples 2.5, 2.9 - Election Results
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| Chapter 3 Multiple Regression Analysis: Estimation |
| gpa1.sha |
Examples 3.1, 3.4 - Determinants of College GPA
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| wage1.sha |
Example 3.2 - Hourly Wage Equation
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| 401k.sha |
Example 3.3 - Participation in 401(k) Plans
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| crime1.sha |
Example 3.5 - Explaining Arrest Records
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| sleep75.sha |
Problem 3.3 - Tradeoff between sleeping and
working |
| Chapter 4 Multiple Regression Analysis: Inference |
| wage1.sha |
Example 4.1 - Hourly Wage Equation
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| meap93.sha |
Examples 4.2, 4.10 - Schools and Teachers
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| gpa1.sha |
Example 4.3 - Determinants of College GPA
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| hprice2.sha |
Example 4.5 - Housing Prices and Air Pollution
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| 401k.sha |
Example 4.6 - Participation in 401(k) Plans
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| jobtrain.sha |
Example 4.7 - Effect of Job Training Grants
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| mlb1.sha |
Section 4.5 - Major League Baseball Player's
Salaries |
| bwght.sha |
Example 4.9 - Determinants of Birth Weight
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| attend.sha |
Question 4.5 - Calculating test statistics.
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| hprice1.sha |
Section 4.5 - Testing General Linear Restrictions
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| rental.sha |
Problem 4.4 - Determinants of housing rent
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| Chapter 5 Multiple Regression Analysis: OLS Asymptotics |
| bwght.sha |
Example 5.2 - Determinants of Birth Weight
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| crime1.sha |
Example 5.3 - Explaining Arrest Records
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| Chapter 6 Multiple Regression Analysis: Further Issues |
| bwght.sha |
Section 6.1 - Determinants of Birth Weight
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| hprice2.sha |
Examples 6.1, 6.2; Section 6.2 - Housing Prices
and Air Pollution |
| wage1.sha |
Section 6.2 - Models with Quadratics
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| attend.sha |
Example 6.3 - Effects of Attendance on Exam Score
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| ceosal1.sha |
Example 6.4 - CEO Salary
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| gpa2.sha |
Examples 6.5, 6.6 - Prediction
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| ceosal2.sha |
Examples 6.7, 6.8 - Predicting CEO salaries
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| Chapter 7 Multiple Regression Analysis with Qualitative Information |
| wage1.sha |
Examples 7.1, 7.5, 7.6, 7.10 - Hourly Wage Equation
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| gpa1.sha |
Example 7.2 - Determinants of College GPA
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| jobtrain.sha |
Example 7.3; Section 7.6 - Effect of Job
Training Grants |
| hprice1.sha |
Example 7.4 - Housing Price Regression
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| lawsch.sha |
Example 7.8 - Effects of Law School Rankings
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| mlb1.sha |
Example 7.11 - Major League Baseball Player's
Salaries |
| gpa3.sha |
Section 7.4 - The Chow test
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| mroz.sha |
Section 7.5 - The Linear Probability Model
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| crime1.sha |
Example 7.12 - A Linear Probability Model of
Arrests |
| sleep75.sha |
Problem 7.1 - Tradeoff between sleeping and
working |
| Chapter 8 Heteroskedasticity |
| wage1.sha |
Example 8.1 - Heteroskedasticity Robust
Standard Errors |
| gpa3s.sha |
Example 8.2 - Heteroskedasticity Robust
F Statistic |
| crime1.sha |
Example 8.3 - Heteroskedasticity Robust
LM Statistic |
| hprice1.sha |
Examples 8.4, 8.5 - Tests for Heteroskedasticity
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| saving.sha |
Example 8.6 - Weighted Least Squares
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| smoke.sha |
Example 8.7 - Feasible GLS
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| Chapter 9 More on Specification and Data Problems |
| crime1.sha |
Example 9.1 - Economic Model of Crime
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| hprice1.sha |
Example 9.2 - RESET specification error test
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| wage2.sha |
Example 9.3 - Returns to Education
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| rdchem.sha |
Examples 9.8, 9.9 - Outlying Observations
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| infmrt.sha |
Example 9.10 - State Infant Mortality Rates
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| Chapter 10 Basic Regression Analysis with Time Series Data |
| phillips.sha |
Example 10.1 - Static Phillips Curve
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| intdef.sha |
Example 10.2 - Effects of Inflation and Deficits
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| prminwge.sha |
Examples 10.3, 10.9 - Employment and Minimum Wage
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| fertil3.sha |
Examples 10.4, 10.8 - Fertility Equation
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| barium.sha |
Examples 10.5, 10.11 - Antidumping Filings
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| fair.sha |
Example 10.6 - Election Outcomes
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| hseinv.sha |
Example 10.7 - Housing Investment
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| Chapter 11 Further Issues in Using OLS with Time Series Data |
| nyse.sha |
Example 11.4 - Efficient Markets Hypothesis
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| phillips.sha |
Example 11.5 - Expectations Augmented
Phillips Curve |
| fertil3.sha |
Example 11.6 - Fertility Equation
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| earns.sha |
Example 11.7 - Wages and Productivity
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| wageprc.sha |
Problem 11.5 - Distributed Lag Model
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| Chapter 12 Serial Correlation and Heteroskedasticity in Time Series |
| phillips.sha |
Section 12.2 - Testing for serial correlation
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| prminwge.sha |
Example 12.2 - More Testing for serial correlation
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| barium.sha |
Examples 12.3, 12.4 - Breusch-Godfrey test
for AR(q) serial correlation and Cochrane-Orcutt Estimation
|
| nyse.sha |
Examples 12.8, 12.9 - Heteroskedasticity and
ARCH in Stock Returns |
| Chapter 13 Pooling Cross Sections Across Time |
| fertil1.sha |
Example 13.1 - Women's Fertility over Time
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| reteduc.sha |
Example 13.2 - Returns to Education
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| kielmc.sha |
Example 13.3 - Housing Prices
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| injury.sha |
Example 13.4 - Effect of Worker Compensation
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| crime2.sha |
Section 13.3 - Two-Period Panel Data Analysis,
The First-Differenced Estimator
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| slp75_81.sha |
Example 13.5 - Sleeping versus Working
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| crime3.sha |
Example 13.6 - Distributed Lag with Panel Data
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| traffic1.sha |
Example 13.7 - Effect of Drunk Driving Laws
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| Chapter 14 Advanced Panel Data Methods |
| jtrain.sha |
Examples 14.1, 14.3 - Fixed effects estimation
including an example with unbalanced panels.
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| wagepan.sha |
Example 14.4 - A wage equation using panel data.
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| Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares |
| mroz15.sha |
Examples 15.1, 15.5, 15.7, 15.8; Section 15.6 -
Instrumental Variables Estimation, Testing for Endogeneity, Testing
for Overidentifying Restrictions, Testing for Heteroskedasticity and
Heteroskedasticity-Robust Standard Errors
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| wage2.sha |
Examples 15.2, 15.6 - Returns to Education
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| card.sha |
Example 15.4 - More Instrumental Variables Estimation
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| fertil1.sha |
Example 15.9 - Women's Fertility over Time
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| jobtrain.sha |
Example 15.10 - Applying 2SLS to Panel Data
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| Chapter 16 Simultaneous Equations Models |
| mroz15.sha |
Examples 16.3, 16.5 - Labor Supply of
Married Working Women |
| openness.sha |
Examples 16.4, 16.6 - Inflation and Openness
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| Chapter 17 Limited Dependent Variable Models |
| mroz.sha |
Examples 17.1, 17.2 - Logit and Probit Estimation;
Tobit Estimation
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| crime1.sha |
Example 17.3 - Poisson Regression
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| recid.sha |
Example 17.4 - Censored Regression Model for
Duration Analysis
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| mroz2.sha |
Example 17.5 - Heckit estimation
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| Chapter 18 Advanced Time Series Topics |
| intqrt.sha |
Example 18.7 - Error Correction Model
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