| 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
|
