This page provides links to example programs for Principles of Econometrics, by Hill, Griffiths, and Lim, 3rd Edition (2008, Wiley).
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 |
| hillgriffithslim.zip | Zip file with all programs, data files |
| hillp018.prg | Simple regression |
| hillp052.prg | Simple regression;Test coefficient = non-zero |
| hillp079.prg | Simple regression;Fitted values |
| hillp112.prg | Multiple regression;One-tailed coefficient test |
| hillp137.prg | Multiple regression;Test of linear restriction |
| hillp147.prg | Multiple regression;Restricted regression |
| hillp149.prg | Multiple specifications;RESET test |
| hillp154.prg | Multiple regression;Collinearity |
| hillp169.prg | Non-linear functions of coefficients |
| hillp174.prg | Multiple regression |
| hillp176.prg | Subsamples;Chow test |
| hillp183.prg | Interaction effects |
| hillp185.prg | Non-linear functions of coefficients |
| hillp199.prg | Heteroskedasticity robust standard errors;Weighted least squares |
| hillp208.prg | Weighted least squares |
| hillp210.prg | Goldfeld-Quandt test |
| hillp212.prg | Heteroskedasticity tests |
| hillp230.prg | Serial correlation |
| hillp245.prg | Forecasts with dynamic model |
| hillp248.prg | Distributed lag |
| hillp251.prg | ARDL model |
| hillp280.prg | Instrumental variables |
| hillp281.prg | Two-stage least squares;testing endogeneity and overidentification |
| hillp312.prg | Two-stage least squares |
| hillp314.prg | Two-stage least squares |
| hillp326.prg | Time series graphs (stationarity issues) |
| hillp333.prg | Spurious regression |
| hillp337.prg | Dickey-Fuller test |
| hillp340.prg | Cointegration;Engle-Granger test |
| hillp349.prg | VECM |
| hillp351.prg | VAR |
| hillp366.prg | Time series graphs (fat-tails;heteroscedasticity issues) |
| hillp369.prg | ARCH/GARCH models |
| hillp386.prg | SUR |
| hillp391.prg | Fixed effects |
| hillp396.prg | Fixed effects;random effects |
| hillp424.prg | Probit model |
| hillp429.prg | Multinomial logit |
| hillp433.prg | Conditional logit |
| hillp437.prg | Ordered probit |
| hillp440.prg | Poisson count model |
| hillp446.prg | Tobit model |
| hillp449.prg | Heckit model (sample selection) |