Textbook Example Files

Wooldridge's Introductory Econometrics

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Examples From Wooldridge's Introductory Econometrics

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


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This file was last modified on 05/13/09


Textbook Examples:


Baltagi's Econometrics

Brockwell and Davis' Introduction to Time Series and Forecasting

Commandeur and Koopman's Introduction to State Space Time Series Analysis

DeLurgio's Forecasting Principles and Applications

Diebold's Elements of Forecasting

Durbin and Koopman's Time Series Analysis by State Space Methods

Greene's Econometric Analysis

Gujarati's Basic Econometrics

Hamilton's Time Series Analysis

Hayashi's Econometrics

Hill, Griffiths, and Lim's Principles of Econometrics

Johnston and DiNardo's Econometric Methods

Makridakis et al's Forecasting Methods

Pindyck and Rubinfeld's Econometric Models and Economic Forecasts

Stock and Watson's Introduction to Econometrics, 2nd Edition

Tsay's Analysis of Financial Time Series, 2nd Edition

Verbeek's A Guide to Modern Econometrics

West and Harrison's Bayesian Forecasting and Dynamic Models

Wooldridge's Econometric Analysis of Cross Section and Panel

Wooldridge's Introductory Econometrics