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Selected Examples for:

R.C. Hill, W.E. Griffiths and George G. Judge, Undergraduate Econometrics, 2nd Ed., Wiley, 2001

Data Sets used in these examples.

SHAZAM Command Files

Example fileLocation
olsmodel.sha The Simple Linear Regression Model, Chapters 3 to 6.
predict.sha Prediction, Chapters 3 and 5
sample.sha A Simulation Experiment, Chapter 5.1.3
funcform.sha Alternative Functional Forms, Chapter 6.3
func2.sha Choosing a Functional Form, Chapter 6.3.3
nortest.sha The Jarque-Bera test for normality, Chapter 6.4
rmodel.sha The Multiple Regression Model, Chapters 7 and 8
xmodel.sha More Work with the Multiple Regression Model, Chapter 8
beer.sha Restricted Least Squares, Chapter 8.5
reset.sha Testing for model misspecification: the RESET test
house.sha The use of Dummy Variables and Interaction Variables, Chapter 9.4
chowtest.sha Chow test, Chapter 9.7
pizza.sha Interaction Variables, Chapter 10.1
nonlin.sha A Simple Nonlinear Model, Chapter 10.2
curve.sha A Logistic Growth Curve, Chapter 10.3
poisson.sha Poisson Regression, Chapter 10.4
het.sha Heteroskedasticity, Chapter 11
gq.sha The Goldfeld-Quandt Test, Chapter 11.4
gls.sha Generalized Least Squares, Chapter 11.5
sugar.sha Autocorrelation, Chapter 12
inst.sha Instrumental Variables Estimation, Chapter 13
system.sha Simultaneous Equations Models, Chapter 14
dlag.sha Distributed Lag Models, Chapter 15
acf.sha The Autocorrelation Function, Chapter 16.3
pool.sha Pooling Time-Series and Cross-Sectional Data, Chapter 17
pool10.sha More Pooling Methods, Chapter 17
probit.sha Probit model estimation, Chapter 18