This page provides links to example programs for Introduction to Econometrics, 2nd Edition, by Stock and Watson (Addison-Wesley, 2006).
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 |
| stockwat.zip | Zip file with all programs, data, procedure files |
| stockwat_pre610.zip | Zip file with older versions of files (pre Version 6.10) |
| stockwat_pre700.zip | Zip file with older versions of files (pre Version 7.0) |
| stockwatfirst.zip | Zip file with first edition programs, data, procs |
| swchap02.prg | Probability, statistics, graphs |
| swchap03.prg | Basic statistics, subsamples, using REPORT |
| swchap04.prg | Simple linear regression, scatter plots, REPORT |
| swchap05.prg | Regression, scatter with regression line |
| swchap07.prg | Comparison of model specifications |
| swchap08.prg | Nonlinearities in multiple regression |
| swchap09.prg | Multiple regressions |
| swchap10.prg | Panel data, individual effects, difference in differences |
| swchap11.prg | Probit, logit, linear probability model |
| swchap12.prg | Instrumental variables |
| swchap13.prg | Analysis of experimental data |
| swchap14.prg | Autocorrelations, forecasting with regression models, unit root te |
| swchap15.prg | HAC standard errors, stability tests, dynamic multipliers |
| swchap16.prg | Multiple time series, ERS test, cointegration, GARCH |