| 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 |
