Wooldridge, Introductory Econometrics, 4th edition
Posted: Thu Jun 28, 2012 6:50 pmThe 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
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| 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 |