R.C. Hill, W.E. Griffiths and G.C. Lim, Principles of Econometrics, Third Edition, Wiley, 2008
Data Sets
| 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 |