This page provides links to example programs for Econometric Analysis, by William H. Greene, Fifth Edition (2003, Prentice Hall).
The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to actually run any of the examples, you should download the Zip file.
If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.
Note that all of the textbook example, data, and procedure files currently available on our website are also included on the CD with the current release of the RATS software.
| File Name | Description |
| greene.zip | Zip file with all programs, data, procedure files |
| greene_Vers5.zip | Zip file with older versions of files (Version 5 compatible) |
| greene_pre610.zip | Zip file with older versions of files (pre Version 6.10) |
| greene_pre700.zip | Zip file with older versions of files (pre Version 7.0) |
| grnp021.prg | Regression "by hand" |
| grnp032.prg | SMPL option to skip observations |
| grnp033.prg | Regression ANOVA table |
| grnp044.prg | Monte Carlo examination of linear regression |
| grnp051.prg | Graphics: Scatter plot of regression |
| grnp052.prg | Elasticity estimation |
| grnp055.prg | Testing exclusion restrictions |
| grnp058.prg | Longley (highly collinear) data |
| grnp083.prg | Hausman and Wu specification tests |
| grnp098.prg | General linear restrictions |
| grnp102.prg | General linear restrictions, non-linear functions of coefficients |
| grnp109.prg | General linear restrictions, non-linear functions of coefficients |
| grnp111.prg | Out of sample projections |
| grnp118.prg | Dummy variables |
| grnp136.prg | Constancy tests (Chow, Wald, Hansen, CUSUM) |
| grnp142.prg | Andrews test for constancy in GMM |
| grnp155.prg | Davidson-MacKinnon J test |
| grnp157.prg | Cox test of non-nested hypotheses |
| grnp158.prg | Cox test for restricted regressions |
| grnp171.prg | Non-linear least squares |
| grnp180.prg | Davidson-White-MacKinnon test of structural form |
| grnp183.prg | Non-linear instrumental variables |
| grnp215.prg | Sample of heteroscedasticity |
| grnp220.prg | White and related standard error calculations |
| grnp224.prg | Heteroscedasticity tests (White, Breusch-Pagan-Godfrey, Goldfeld-Q |
| grnp231.prg | Heteroscedasticity-Feasible GLS |
| grnp235.prg | Heteroscedasticity-Harvey's ML procedure |
| grnp236.prg | Heteroscedasticity-Groupwise |
| grnp245.prg | GARCH model; ARCH test |
| grnp250.prg | Sample of autocorrelation |
| grnp251.prg | Sample of autocorrelation due to dynamic misspecification |
| grnp252.prg | Sample of negative autocorrelation |
| grnp267.prg | HAC (Newey-West) standard errors |
| grnp274.prg | Autocorrelated errors - AR1 estimation procedures |
| grnp278.prg | Autocorrelation-Common Factor test |
| grnp286.prg | Panel data: OLS estimation |
| grnp363.prg | Systems estimation: production function |
| grnp368.prg | Systems estimation: translog |
| grnp412.prg | Klein's Model I: Limited and Full Information Techniques |
| grnp414.prg | Overidentifying restrictions |
| grnp449.prg | LAD estimation |
| grnp451.prg | Partially linear production function |
| grnp458.prg | Non-parametric regression |
| grnp471.prg | Graphics: Poisson likelihood |
| grnp482.prg | Nonlinear model: various estimates of parameter precision |
| grnp490.prg | Nonlinear model: testing trinity |
| grnp498.prg | Nonlinear model: maximum likelihood estimation |
| grnp505.prg | Stochastic frontier estimation |
| grnp529.prg | Method of moments |
| grnp530.prg | Method of moments |
| grnp538.prg | GMM |
| grnp551.prg | GMM with dynamic panel data |
| grnp569.prg | Adaptive expectations model |
| grnp570.prg | Distributed lags |
| grnp575.prg | ARDL model: estimation |
| grnp578.prg | ARDL model: forecasting |
| grnp580.prg | Error correction model |
| grnp585.prg | Common factor restrictions |
| grnp600.prg | Vector autoregression: Blanchard-Quah |
| grnp622.prg | ACF and PACF |
| grnp628.prg | Spectral density estimation |
| grnp632.prg | Non-stationary series: graphs of |
| grnp675.prg | Logit, probit, linear probability model |
| grnp681.prg | Probit model: specification tests |
| grnp729.prg | Conditional logit model |
| grnp774.prg | Censored regression models |
| grnp786.prg | Sample selection model; simultaneous equations |
| grnp800.prg | Duration model |
| grnp881.prg | Kernel density estimation |