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Selected Examples for:

R.C. Hill, W.E. Griffiths and G.C. Lim, Principles of Econometrics, 3rd Ed., Wiley, 2008


Data Sets used in these examples.
A note on the usage of missing value codes.

SHAZAM Command Files

Chapters 2, 3, 4. The Simple Linear Regression Model
ols.sha The food expenditure equation
test.sha Interval estimation and hypothesis testing
samp10.sha A repeated sampling experiment
predict.sha Prediction
nortest.sha The Jarque-Bera test for normally distributed errors
func.sha An example of choosing a functional form
grate.sha Estimating a growth rate
wage.sha A wage equation and prediction with a log-dependent variable
Chapters 5, 6. The Multiple Regression Model
sales.sha Sales model for a hamburger chain
beer.sha Restricted least squares
faminc.sha Model specification and the RESET test
car.sha A model of car gasoline consumption
Chapter 7. Nonlinear Relationships
wage7.sha A wage equation - polynomials and applications of dummy variables
house.sha Dummy variables: The university effect on house prices
pizza.sha Demand for pizza
wage75.sha The wage equation with a log-dependent variable
Chapter 8. Heteroskedasticity
het.sha White standard errors, weighted least squares, multiplicative heteroskedasticity and testing for heteroskedasticity
gls.sha A heteroskedastic partition and the Goldfeld-Quandt test
Chapter 9. Dynamic Models, Autocorrelation and Forecasting
sugar.sha An area response model for sugarcane
autcov.sha SHAZAM calculations for Newey-West adjusted standard errors and the residual correlogram
irate.sha Autoregressive (AR) models, finite distributed lags and autoregressive distributed lag (ARDL) models
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
pool.sha An investment function for two firms
pool10.sha The fixed effects model
panel.sha A microeconomic panel data model
Chapter 16. Qualitative and Limited Dependent Variable Models
probit.sha Probit and logit estimation of a model of transport choice
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