Data Files

Student Resources for:

R. Carter Hill, William E. Griffiths and George G. Judge, Undergraduate Econometrics, Second Edition, Wiley, 2001.

Student Resources for the Third Edition

Data Sets

SHAZAM Command Files

Tested with SHAZAM Version 10.

olsmodelSHA.txt The Simple Linear Regression Model, Chapters 3 to 6.
Interpreting SHAZAM output (pdf file) for the simple linear regression model.
predictSHA.txt Prediction, Chapters 3 and 5
sampleSHA.txt A Simulation Experiment, Chapter 5.1.3
funcformSHA.txt Alternative Functional Forms, Chapter 6.3
func2SHA.txt Choosing a Functional Form, Chapter 6.3.3
nortestSHA.txt The Jarque-Bera test for normality, Chapter 6.4
rmodelSHA.txt The Multiple Regression Model, Chapters 7 and 8
xmodelSHA.txt More Work with the Multiple Regression Model, Chapter 8
beerSHA.txt Restricted Least Squares, Chapter 8.5
resetSHA.txt Testing for model misspecification: the RESET test
houseSHA.txt The use of Dummy Variables and Interaction Variables, Chapter 9.4
chowtestSHA.txt Chow test, Chapter 9.7
pizzaSHA.txt Interaction Variables, Chapter 10.1
nonlinSHA.txt A Simple Nonlinear Model, Chapter 10.2
curveSHA.txt A Logistic Growth Curve, Chapter 10.3
poissonSHA.txt Poisson Regression, Chapter 10.4
hetSHA.txt Heteroskedasticity, Chapter 11
gqSHA.txt The Goldfeld-Quandt Test, Chapter 11.4
glsSHA.txt Generalized Least Squares, Chapter 11.5
sugarSHA.txt Autocorrelation, Chapter 12
instSHA.txt Instrumental Variables Estimation, Chapter 13
systemSHA.txt Simultaneous Equations Models, Chapter 14
dlagSHA.txt Distributed Lag Models, Chapter 15
acfSHA.txt The Autocorrelation Function, Chapter 16.3
poolSHA.txt Pooling Time-Series and Cross-Sectional Data, Chapter 17
pool10SHA.txt More Pooling Methods, Chapter 17
probitSHA.txt Probit model estimation, Chapter 18


maintained by Diana Whistler,
diana@shazam.econ.ubc.ca
Revision date: Sept. 2004