This page provides links to example programs for Introductory Econometrics: A Modern Approach, by Jeffrey Wooldridge (Thomson-South-Western, 2003).
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 |
| woolintr.zip | Zip file with all programs, data files |
| woolintrData.zip | Zip file with data files only |
| woolintr_pre700.zip | Zip file with older program files (pre Version 7.0) |
| wintp033.prg | Simple regression |
| wintp034.prg | Simple regression |
| wintp035.prg | Simple regression |
| wintp044.prg | Simple regression |
| wintp045.prg | Log-log regression |
| wintp052.prg | Simple regression |
| wintp075.prg | Multiple regression |
| wintp076.prg | Multiple regression |
| wintp080.prg | Multiple regression |
| wintp083.prg | Multiple regression |
| wintp093.prg | Multiple regression |
| wintp123.prg | One-tailed coefficient test |
| wintp124.prg | One-tailed coefficient test |
| wintp128.prg | One-tailed coefficient test |
| wintp131.prg | Test coefficient=non-zero constant |
| wintp134.prg | Multiple regression |
| wintp135.prg | Selecting subsample |
| wintp140.prg | Test of linear restriction |
| wintp143.prg | Test of exclusion restrictions |
| wintp150.prg | Test of exclusion restrictions |
| wintp155.prg | Test coefficient=non-zero constant |
| wintp174.prg | Multiple regression, effect of sample size |
| wintp177.prg | Simple LM test |
| wintp186.prg | Beta coefficients |
| wintp192.prg | Log-log regression |
| wintp195.prg | Quadratic polynomials in regressors |
| wintp200.prg | Linear vs log-log |
| wintp204.prg | Predicted values |
| wintp206.prg | Predicted values |
| wintp209.prg | Predicted values, log regression |
| wintp222.prg | Dummy variables |
| wintp223.prg | Dummy variables |
| wintp224.prg | Dummy variables |
| wintp225.prg | Hedonic price regression |
| wintp226.prg | Dummy variables, log dependent variable |
| wintp227.prg | Dummy variables with interactions |
| wintp231.prg | Dummy variables, creating categories |
| wintp235.prg | Dummy variables with interactions |
| wintp236.prg | Dummy variables with interactions |
| wintp244.prg | Linear probability model |
| wintp260.prg | Heteroskedasticity robust standard errors |
| wintp262.prg | Heteroskedasticity robust standard errors |
| wintp264.prg | Robust LM tests |
| wintp267.prg | Breusch-Pagan test |
| wintp269.prg | White test |
| wintp273.prg | Weighted least squares |
| wintp278.prg | Feasible GLS |
| wintp280.prg | Linear probability model |
| wintp282.prg | Linear probability model |
| wintp290.prg | Functional form - use of quadratic terms |
| wintp293.prg | RESET test |
| wintp297.prg | Multiple specifications |
| wintp300.prg | Dynamic model |
| wintp312.prg | Outliers |
| wintp314.prg | Outliers |
| wintp315.prg | Outliers |
| wintp336.prg | Regression with time series data |
| wintp336b.prg | Regression with time series data |
| wintp337.prg | Regression with time series data |
| wintp338.prg | Use of lags |
| wintp342.prg | Dummy variables in time series data |
| wintp343.prg | Dummy variables in time series data |
| wintp348.prg | Detrending |
| wintp349.prg | Polynomial trends |
| wintp351.prg | Exponential trends |
| wintp354.prg | Seasonal dummies |
| wintp369.prg | Lagged dependent variables |
| wintp371.prg | Differencing |
| wintp374.prg | Examples of random walks |
| wintp378.prg | Differencing |
| wintp379.prg | Residual autocorrelation |
| wintp382.prg | ARDL models |
| wintp397.prg | LM test for serial correlation |
| wintp400.prg | LM test for serial correlation |
| wintp401.prg | AR1 estimation |
| wintp405.prg | AR1 estimation |
| wintp408.prg | AR1 estimation |
| wintp410.prg | Serial correlation, effect of differencing |
| wintp413.prg | HAC standard errors |
| wintp415.prg | ARCH test |
| wintp427.prg | Pooled cross section, time dummies |
| wintp430.prg | Pooled cross section, time dummies |
| wintp432.prg | Difference-in-differences |
| wintp437.prg | Difference-in-differences |
| wintp442.prg | Differencing to eliminate individual effects |
| wintp443.prg | Differencing to eliminate individual effects |
| wintp446.prg | Differencing to eliminate individual effects |
| wintp450.prg | Panel data, time dummies |
| wintp451.prg | Panel data, SC robust standard errors, heteroscedasticity tests |
| wintp490.prg | 2SLS |
| wintp491.prg | 2SLS |
| wintp494.prg | 2SLS |
| wintp497.prg | 2SLS, examination of potential instruments |
| wintp501.prg | 2SLS, examination of potential instruments |
| wintp505.prg | 2SLS |
| wintp506.prg | 2SLS, testing endogeneity |
| wintp508.prg | 2SLS, testing overidentification |
| wintp512.prg | 2SLS with pooled data |
| wintp513.prg | 2SLS with pooled data |
| wintp536.prg | 2SLS, testing endogeneity |
| wintp538.prg | 2SLS |
| wintp542.prg | 2SLS, dynamic model |
| wintp545.prg | 2SLS, panel data |
| wintp561.prg | Logit, probit, linear probability model |
| wintp569.prg | Tobit model |
| wintp576.prg | Count data; Poisson model |
| wintp580.prg | Censored model |
| wintp590.prg | Tobit II model |
| wintp606.prg | ARDL models |
| wintp609.prg | Unit root tests |
| wintp611.prg | Unit root tests |
| wintp612.prg | Unit root tests |
| wintp618.prg | Cointegration tests; Engle-Granger |
| wintp620.prg | Dynamic OLS (DOLS) |
| wintp621.prg | Error correction model |
| wintp626.prg | Forecasts; one-step |
| wintp629.prg | Forecasts; one-step |
| wintp632.prg | Forecasts; multiple steps |
| wintp633.prg | Predictions with trends |