The attached zip has the examples from
Econometrics , 3rd edition by Badi H. Baltagi (2002, Springer-Verlag).
| Example | Description | RATS Level |
| baltp032.rpf | Covariance matrix of data | Basic |
| baltp067.rpf | Linear regression, fitted values | Basic |
| baltp089.rpf | Multiple regression | Basic |
| baltp111.rpf | Heteroscedasticity tests: Glejser, Goldfeld-Quandt, rank corr. | Intermediate |
| baltp122.rpf | Serial correlation, testing and estimation | Basic |
| baltp140.rpf | Distributed lags, polynomial and other restricted forms | Intermediate |
| baltp148.rpf | Serial correlation with lagged dependent variables | Intermediate |
| baltp193.rpf | Influence statistics | Intermediate |
| baltp201.rpf | Recursive residuals, CUSUM test | Basic |
| baltp260.rpf | SUR | Basic |
| baltp292.rpf | 2SLS, Hausman test | Basic |
| baltp316.rpf | Panel data, fixed and random effects | Basic |
| baltp340.rpf | Logit, probit | Basic |
| baltp361.rpf | ARIMA models | Basic |
| baltp363.rpf | ACF for generated data | Basic |
| baltp370.rpf | Unit root tests | Basic |
| baltp373.rpf | Cointegration tests | Basic |
| baltp378.rpf | ARCH test | Basic |
baltagi_econometrics_3.zip