## Stock and Watson, Introduction to Econometrics, 3rd ed

A forum for students and teachers using RATS in a classroom setting

### Stock and Watson, Introduction to Econometrics, 3rd ed

The attached zip has the examples and data files from Stock and Watson, Introduction to Econometrics, 3rd edition, Addison-Wesley, 2011. Most of the examples are based upon linear regressions done with LINREG. The examples are often fairly long because they look at more than one possible set of explanatory variables, but are repeating the same basic instructions. In some (though not all) of these, we demonstrate how to organize the results into tables using the REPORT instruction. Among other instructions highlighted through the examples are SUMMARIZE and PRJ for doing predictions and SPGRAPH for creating graphs with multiple panes.

stock-watson_3.zip
Zip with programs and data

 Example Description RATS Level swchap02.rpf Probability, statistics, graphs Basic swchap03.rpf Basic statistics, subsamples, using REPORT Intermediate swchap04.rpf Simple linear regression, scatter plots, REPORT Intermediate swchap05a.rpf Regression, scatter with regression line Basic swchap05b.rpf Regression, scatter with regression line Basic swchap06.rpf Regression Basic swchap07.rpf Comparison of model specifications Intermediate swchap08a.rpf Nonlinearities in multiple regression Intermediate swchap08b.rpf Nonlinearities in multiple regression Basic swchap08c.rpf Nonlinearities in multiple regression Basic swchap09.rpf Multiple regressions Basic swchap10.rpf Panel data, individual effects, difference in differences Intermediate swchap11.rpf Probit, logit, linear probability model Intermediate swchap12.rpf Instrumental variables Basic swchap13.rpf Analysis of experimental data Intermediate swchap14a.rpf Autocorrelations, forecasting with regression models Advanced swchap14b.rpf Phillips Curve Basic swchap14c.rpf AR and ARDL models Intermediate swchap15.rpf HAC standard errors, stability tests, dynamic multipliers Advanced swchap16a.rpf Multiple time series, ERS test, cointegration Intermediate swchap16b.rpf GARCH model Basic

Last bumped by TomDoan on Thu Jun 28, 2012 10:31 am.
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