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Selected Examples for:

William H. Greene, Econometric Analysis, 7th Edition, 2011

Data Sets used in these examples.

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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