E.R. Berndt, The Practice of Econometrics, 1990 (new printing, 1996), Addison-Wesley.
Tested with SHAZAM Version 10.
| Chapter 2 The Capital Asset Pricing Model | |
| return.sha | Examples of risk and return under alternative portfolio diversifications. |
| capm.sha | Hands on with the CAPM |
| Chapter 3 Costs, Learning Curves and Scale Economies | |
| tio2.sha | Production of titanium dioxide, 1955 to 1970 |
| nerlove.sha | Returns to Scale in Electricity Supply |
| Chapter 4 The Measurement of Quality Change | |
| asparag.sha | The Price of Asparagus |
| computer.sha | Price Indexes for Computers, 1954 to 1965. |
| cole.sha | Price Indexes for Disk Drives, 1972 to 1984. |
| Chapter 5 Analyzing Determinants of Wages and Measuring Wage Discrimination | |
| wage1.sha | Exercises 1 to 5 |
| wage6.sha | Exercise 6 - the Blinder-Oaxaca procedure for measuring wage discrimination |
| wage8.sha | Exercise 8 - Heteroskedasticity |
| Chapter 6 Explaining and Forecasting Aggregate Investment Expenditures | |
| kopcke.sha | Distributed Lags, Autoregressive models and ARIMA models. |
| Chapter 7 The Demand for Electricity | |
| ukelec.sha | Houthakker's U.K. data on 42 towns. |
| nerc.sha | Nelson-Peck study of electric utility forecasting. |
| Chapter 8 Causality and Simultaneity between Advertising and Sales | |
| orange.sha | Nerlove-Waugh data on orange demand. |
| palda.sha | Palda data on the Lydia E. Pinkham medicine company. |
| causal.sha | Granger causality between advertising and sales. |
| cigad.sha | Schneider study on the effectiveness of the broadcast cigarette advertising ban. |
| Chapter 9 Modeling the Interrelated Demands for Factors of Production | |
| chap9.sha | Estimation of the Generalized Leontief Cost Function and the Translog Cost Function |
| Chapter 10 Parameter Estimation in Structural and Reduced Form Equations of Small Macroeconometric Models | |
| klein.sha | Klein's Model I |
| lucas.sha | The Lucas-Rapping Equilibrium Model |
| taylor.sha | Models with Rational Expectations |
| Chapter 11 Whether and How Much Women Work for Pay | |
| chap11.sha | Applications of Limited Dependent Variable Procedures |