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
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 |
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