Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, South-Western College Publishing, 2000
Tested with SHAZAM Version 10.
| Chapter 2 The Simple Regression Model | |
| ceosal1.sha | Examples 2.3, 2.6, 2.8, 2.11; Section 2.4 - CEO Salary |
| vote1.sha | Examples 2.5, 2.9 - Election Results |
| Chapter 3 Multiple Regression Analysis: Estimation | |
| gpa1.sha | Examples 3.1, 3.4 - Determinants of College GPA |
| wage1.sha | Example 3.2 - Hourly Wage Equation |
| 401k.sha | Example 3.3 - Participation in 401(k) Plans |
| crime1.sha | Example 3.5 - Explaining Arrest Records |
| sleep75.sha | Problem 3.3 - Tradeoff between sleeping and working |
| Chapter 4 Multiple Regression Analysis: Inference | |
| wage1.sha | Example 4.1 - Hourly Wage Equation |
| meap93.sha | Examples 4.2, 4.10 - Schools and Teachers |
| gpa1.sha | Example 4.3 - Determinants of College GPA |
| hprice2.sha | Example 4.5 - Housing Prices and Air Pollution |
| 401k.sha | Example 4.6 - Participation in 401(k) Plans |
| jobtrain.sha | Example 4.7 - Effect of Job Training Grants |
| mlb1.sha | Section 4.5 - Major League Baseball Player's Salaries |
| bwght.sha | Example 4.9 - Determinants of Birth Weight |
| attend.sha | Question 4.5 - Calculating test statistics. |
| hprice1.sha | Section 4.5 - Testing General Linear Restrictions |
| rental.sha | Problem 4.4 - Determinants of housing rent |
| Chapter 5 Multiple Regression Analysis: OLS Asymptotics | |
| bwght.sha | Example 5.2 - Determinants of Birth Weight |
| crime1.sha | Example 5.3 - Explaining Arrest Records |
| Chapter 6 Multiple Regression Analysis: Further Issues | |
| bwght.sha | Section 6.1 - Determinants of Birth Weight |
| hprice2.sha | Examples 6.1, 6.2; Section 6.2 - Housing Prices and Air Pollution |
| wage1.sha | Section 6.2 - Models with Quadratics |
| attend.sha | Example 6.3 - Effects of Attendance on Exam Score |
| ceosal1.sha | Example 6.4 - CEO Salary |
| gpa2.sha | Examples 6.5, 6.6 - Prediction |
| ceosal2.sha | Examples 6.7, 6.8 - Predicting CEO salaries |
| Chapter 7 Multiple Regression Analysis with Qualitative Information | |
| wage1.sha | Examples 7.1, 7.5, 7.6, 7.10 - Hourly Wage Equation |
| gpa1.sha | Example 7.2 - Determinants of College GPA |
| jobtrain.sha | Example 7.3; Section 7.6 - Effect of Job Training Grants |
| hprice1.sha | Example 7.4 - Housing Price Regression |
| lawsch.sha | Example 7.8 - Effects of Law School Rankings |
| mlb1.sha | Example 7.11 - Major League Baseball Player's Salaries |
| gpa3.sha | Section 7.4 - The Chow test |
| mroz.sha | Section 7.5 - The Linear Probability Model |
| crime1.sha | Example 7.12 - A Linear Probability Model of Arrests |
| sleep75.sha | Problem 7.1 - Tradeoff between sleeping and working |
| Chapter 8 Heteroskedasticity | |
| wage1.sha | Example 8.1 - Heteroskedasticity Robust Standard Errors |
| gpa3s.sha | Example 8.2 - Heteroskedasticity Robust F Statistic |
| crime1.sha | Example 8.3 - Heteroskedasticity Robust LM Statistic |
| hprice1.sha | Examples 8.4, 8.5 - Tests for Heteroskedasticity |
| saving.sha | Example 8.6 - Weighted Least Squares |
| smoke.sha | Example 8.7 - Feasible GLS |
| Chapter 9 More on Specification and Data Problems | |
| crime1.sha | Example 9.1 - Economic Model of Crime |
| hprice1.sha | Example 9.2 - RESET specification error test |
| wage2.sha | Example 9.3 - Returns to Education |
| rdchem.sha | Examples 9.8, 9.9 - Outlying Observations |
| infmrt.sha | Example 9.10 - State Infant Mortality Rates |
| Chapter 10 Basic Regression Analysis with Time Series Data | |
| phillips.sha | Example 10.1 - Static Phillips Curve |
| intdef.sha | Example 10.2 - Effects of Inflation and Deficits |
| prminwge.sha | Examples 10.3, 10.9 - Employment and Minimum Wage |
| fertil3.sha | Examples 10.4, 10.8 - Fertility Equation |
| barium.sha | Examples 10.5, 10.11 - Antidumping Filings |
| fair.sha | Example 10.6 - Election Outcomes |
| hseinv.sha | Example 10.7 - Housing Investment |
| Chapter 11 Further Issues in Using OLS with Time Series Data | |
| nyse.sha | Example 11.4 - Efficient Markets Hypothesis |
| phillips.sha | Example 11.5 - Expectations Augmented Phillips Curve |
| fertil3.sha | Example 11.6 - Fertility Equation |
| earns.sha | Example 11.7 - Wages and Productivity |
| wageprc.sha | Problem 11.5 - Distributed Lag Model |
| Chapter 12 Serial Correlation and Heteroskedasticity in Time Series | |
| phillips.sha | Section 12.2 - Testing for serial correlation |
| prminwge.sha | Example 12.2 - More Testing for serial correlation |
| barium.sha | Examples 12.3, 12.4 - Breusch-Godfrey test for AR(q) serial correlation and Cochrane-Orcutt Estimation |
| nyse.sha | Examples 12.8, 12.9 - Heteroskedasticity and ARCH in Stock Returns |
| Chapter 13 Pooling Cross Sections Across Time | |
| fertil1.sha | Example 13.1 - Women's Fertility over Time |
| reteduc.sha | Example 13.2 - Returns to Education |
| kielmc.sha | Example 13.3 - Housing Prices |
| injury.sha | Example 13.4 - Effect of Worker Compensation |
| crime2.sha | Section 13.3 - Two-Period Panel Data Analysis, The First-Differenced Estimator |
| slp75_81.sha | Example 13.5 - Sleeping versus Working |
| crime3.sha | Example 13.6 - Distributed Lag with Panel Data |
| traffic1.sha | Example 13.7 - Effect of Drunk Driving Laws |
| Chapter 14 Advanced Panel Data Methods | |
| jtrain.sha | Examples 14.1, 14.3 - Fixed effects estimation including an example with unbalanced panels. |
| wagepan.sha | Example 14.4 - A wage equation using panel data. |
| Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares | |
| mroz15.sha | Examples 15.1, 15.5, 15.7, 15.8; Section 15.6 - Instrumental Variables Estimation, Testing for Endogeneity, Testing for Overidentifying Restrictions, Testing for Heteroskedasticity and Heteroskedasticity-Robust Standard Errors |
| wage2.sha | Examples 15.2, 15.6 - Returns to Education |
| card.sha | Example 15.4 - More Instrumental Variables Estimation |
| fertil1.sha | Example 15.9 - Women's Fertility over Time |
| jobtrain.sha | Example 15.10 - Applying 2SLS to Panel Data |
| Chapter 16 Simultaneous Equations Models | |
| mroz15.sha | Examples 16.3, 16.5 - Labor Supply of Married Working Women |
| openness.sha | Examples 16.4, 16.6 - Inflation and Openness |
| Chapter 17 Limited Dependent Variable Models | |
| mroz.sha | Examples 17.1, 17.2 - Logit and Probit Estimation; Tobit Estimation |
| crime1.sha | Example 17.3 - Poisson Regression |
| recid.sha | Example 17.4 - Censored Regression Model for Duration Analysis |
| mroz2.sha | Example 17.5 - Heckit estimation |
| Chapter 18 Advanced Time Series Topics | |
| intqrt.sha | Example 18.7 - Error Correction Model |