| Chapters 2, 3, 4
The Simple Linear Regression Model |
| olsSHA.txt |
The food expenditure equation
|
| testSHA.txt |
Interval estimation and hypothesis testing |
| samp10SHA.txt |
A repeated sampling experiment
|
| predictSHA.txt |
Prediction |
| nortestSHA.txt |
The Jarque-Bera test for normally distributed errors
|
| funcSHA.txt |
An example of choosing a functional form |
| grateSHA.txt |
Estimating a growth rate
|
| wageSHA.txt |
A wage equation and prediction with a log-dependent variable
|
| Chapters 5, 6
The Multiple Regression Model |
| salesSHA.txt |
Sales model for a hamburger chain
|
| beerSHA.txt |
Restricted least squares |
| famincSHA.txt |
Model specification and the RESET test
|
| carSHA.txt |
A model of car gasoline consumption |
| Chapter 7
Nonlinear Relationships |
| wage7SHA.txt |
A wage equation - polynomials and
applications of dummy variables
|
| houseSHA.txt |
Dummy variables: The university effect on house prices
|
| pizzaSHA.txt |
Demand for pizza
|
| wage75SHA.txt |
The wage equation with a log-dependent variable
|
| Chapter 8
Heteroskedasticity |
| hetSHA.txt |
White standard errors, weighted least squares,
multiplicative heteroskedasticity and testing for heteroskedasticity
|
| glsSHA.txt |
A heteroskedastic partition and the Goldfeld-Quandt test
|
| Chapter 9
Dynamic Models, Autocorrelation and Forecasting |
| sugarSHA.txt |
An area response model for sugarcane
|
| autcovSHA.txt |
SHAZAM calculations for Newey-West adjusted
standard errors and the residual correlogram
|
| irateSHA.txt |
Autoregressive (AR) models, finite distributed
lags and autoregressive distributed lag (ARDL) models
|
| Chapter 11
Simultaneous Equations Models |
| systemSHA.txt |
2SLS estimation for the demand and supply
of truffles
|
| fishSHA.txt |
Supply and demand at the Fulton Fish Market
|
| Chapter 14
Time-Varying Volatility and ARCH Models |
| archSHA.txt |
Estimation of ARCH models
|
| Chapter 15
Panel Data Models |
| poolSHA.txt |
An investment function for two firms
|
| pool10SHA.txt |
The fixed effects model
|
| panelSHA.txt |
A microeconomic panel data model
|
| Chapter 16
Qualitative and Limited Dependent Variable Models |
| probitSHA.txt |
Probit and logit estimation of a model of
transport choice
|
| medalSHA.txt |
Poisson regression: A model of medal totals at the Olympic Games
|
| tobitSHA.txt |
Tobit model estimation
|
| mrozSHA.txt |
Tobit estimation of a labour supply function
|