Wooldridge, Introductory Econometrics, 4th edition

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Wooldridge, Introductory Econometrics, 4th edition

The attached zip has the examples and data files from Wooldridge, Introductory Econometrics: A Modern Approach, 4th edition, Southwestern Publishing, 2009. Most of the examples are relatively simple RATS programs. The main emphasis in the book is on choosing the specification for a linear regression model and interpreting the results, so many of these (until roughly page 250) are a DATA instruction, perhaps a few SET instructions for transformations, and one or two LINREG instructions for doing the regressions. Those examples won't make much sense unless you're following along in the book, since the main point is the discussion in the book about why these particular regressions are being chosen. The later examples are still generally fairly simple RATS programs but with more emphasis on choosing the proper statistical method.

wooldridge_intro_4.zip
Zip with programs/data

 Example Description RATS Level wintp033.rpf Simple regression Basic wintp034.rpf Simple regression Basic wintp035.rpf Simple regression Basic wintp036.rpf Simple regression Basic wintp044.rpf Log-log regression Basic wintp045.rpf Simple regression Basic wintp052.rpf Multiple regression Basic wintp075.rpf Multiple regression Basic wintp076.rpf Multiple regression Basic wintp080.rpf Multiple regression Basic wintp082.rpf Multiple regression Basic wintp093.rpf One-tailed coefficient test Basic wintp124.rpf One-tailed coefficient test Basic wintp126.rpf One-tailed coefficient test Basic wintp128.rpf One-tailed coefficient test Basic wintp132.rpf Test coefficient=non-zero constant Basic wintp135.rpf Statistical vs economic significance Basic wintp136.rpf Multiple regression with subsample selection Basic wintp139.rpf Confidence interval for coefficients Basic wintp140.rpf Test of linear restriction Basic wintp143.rpf Test of exclusion restrictions Basic wintp150.rpf Test of exclusion restrictions Basic wintp155.rpf Test coefficient=non-zero constant Basic wintp176.rpf Multiple regression, effect of sample size Basic wintp178.rpf Simple LM test Basic wintp189.rpf Beta coefficients Basic wintp194.rpf Log-log regression Basic wintp198.rpf Quadratic polynomials in regressors Basic wintp203.rpf Linear vs log-log Basic wintp207.rpf Predicted values Basic wintp209.rpf Predicted values Basic wintp212.rpf Predicted values, log regression Basic wintp229.rpf Dummy variables Basic wintp230.rpf Dummy variables Basic wintp231.rpf Dummy variables Basic wintp232a.rpf Hedonic price regression Basic wintp232b.rpf Dummy variables, log dependent variable Basic wintp233.rpf Dummy variables with interactions Basic wintp236.rpf Dummy variables Basic wintp237.rpf Dummy variables, creating categories Basic wintp241.rpf Dummy variables with interactions Basic wintp242.rpf Dummy variables with interactions Basic wintp250.rpf Linear probability model Basic wintp267.rpf Heteroskedasticity robust standard errors Basic wintp269.rpf Heteroskedasticity robust standard errors Basic wintp270.rpf Robust LM tests Basic wintp273.rpf Breusch-Pagan test Basic wintp276.rpf White test Basic wintp279.rpf Weighted least squares Basic wintp280.rpf Feasible GLS Basic wintp291.rpf Linear probability model Basic wintp292.rpf Linear probability model Basic wintp301.rpf Functional form - use of quadratic terms Basic wintp304.rpf RESET test Basic wintp308.rpf Multiple specifications Basic wintp311.rpf Dynamic model Basic wintp325.rpf Outliers Basic wintp328.rpf Outliers Basic wintp329.rpf Outliers Basic wintp352a.rpf Regression with time series data Basic wintp352b.rpf Regression with time series data Basic wintp353.rpf Regression with time series data Basic wintp354.rpf Use of lags Basic wintp357.rpf Dummy variables in time series data Basic wintp358.rpf Dummy variables in time series data Basic wintp363.rpf Regression with time trends Basic wintp364.rpf Regression with time trends Basic wintp366.rpf Regression with time trends Basic wintp367.rpf Detrending Basic wintp369.rpf Seasonal dummies Basic wintp385.rpf Lagged dependent variables Basic wintp387.rpf Differencing Basic wintp388.rpf Examples of random walks Basic wintp394.rpf Differencing Basic wintp395.rpf Residual autocorrelation Basic wintp398.rpf ARDL models Basic wintp414.rpf LM test for serial correlation Basic wintp417.rpf LM test for serial correlation Basic wintp418.rpf LM test for serial correlation Basic wintp422.rpf AR1 estimation Basic wintp425.rpf AR1 estimation Basic wintp427.rpf Serial correlation, effect of differencing Basic wintp431.rpf HAC standard errors Basic wintp433.rpf Breusch-Pagan test Basic wintp435.rpf ARCH test Basic wintp445.rpf Pooled cross section, time dummies Basic wintp447.rpf Pooled cross section, time dummies Basic wintp450.rpf Difference-in-differences Basic wintp454.rpf Difference-in-differences Basic wintp460.rpf Differencing to eliminate individual effects Basic wintp461.rpf Differencing to eliminate individual effects Basic wintp464.rpf Differencing to eliminate individual effects Basic wintp467.rpf Panel data, time dummies Basic wintp468.rpf Panel data, SC robust standard errors, heteroscedasticity tests Basic wintp483.rpf Panel data, fixed effects Basic wintp485.rpf Panel data, fixed effects Basic wintp489.rpf Panel data, fixed effects Basic wintp491.rpf Panel data, fixed effects, random effects Basic wintp512.rpf 2SLS Basic wintp513.rpf 2SLS Basic wintp515.rpf 2SLS Basic wintp519.rpf 2SLS, examination of potential instruments Basic wintp523.rpf 2SLS, examination of potential instruments Basic wintp523.rpf 2SLS, examination of potential instruments Basic wintp527.rpf 2SLS Basic wintp528.rpf 2SLS, testing endogeneity Basic wintp530.rpf 2SLS, testing overidentification Basic wintp534a.rpf 2SLS with pooled data Basic wintp534b.rpf 2SLS with pooled data Basic wintp557.rpf 2SLS, testing endogeneity Basic wintp558.rpf 2SLS Basic wintp563.rpf 2SLS, dynamic model Basic wintp565.rpf 2SLS, panel data Basic wintp584.rpf Logit, probit, linear probability model Intermediate wintp592.rpf Tobit model Intermediate wintp598.rpf Count data; Poisson model Basic wintp602.rpf Censored model Basic wintp611.rpf Tobit II model Basic wintp629.rpf ARDL models Basic wintp632.rpf Unit root tests Basic wintp633.rpf Unit root tests Basic wintp635.rpf Unit root tests Basic wintp641.rpf Cointegration tests; Engle-Granger Basic wintp642.rpf Dynamic OLS (DOLS) Basic wintp644.rpf Error correction model Basic wintp648.rpf Forecasts; one-step Basic wintp651.rpf Forecasts; one-step, analysis of forecast errors Basic wintp654.rpf Forecasts; multiple steps Basic wintp655.rpf Predictions with trends Basic

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