The zip file has the worked examples from Studenmund,
Using Econometrics: A Practical Guide, 6e, Addison-Wesley 2011. This is an introductory undergraduate text with based primarily on linear regression. The examples are almost entirely done with
LINREG and a few procedures, with
AR1,
PREGRESS and
DDV worked into some of the examples from later chapters.
| Example | Description | RATS Level |
| studp018.rpf | Simple linear regression | Basic |
| studp042.rpf | Multiple linear regression | Basic |
| studp079.rpf | Multiple linear regression | Basic |
| studp134.rpf | Multiple linear regression; confidence intervals | Basic |
| studp172.rpf | Multiple linear regression, omitted variables bias | Basic |
| studp202.rpf | Multiple linear regression, RESET test; information criteria | Basic |
| studp255.rpf | Multiple linear regression, effects of multicollinearity | Basic |
| studp323.rpf | Serially correlated errors; estimation | Basic |
| studp348.rpf | Heteroscedasticity tests | Basic |
| studp356.rpf | Heteroscedasticity tests | Basic |
| studp410.rpf | Dynamic regression model; distributed lag | Basic |
| studp438.rpf | Linear probability model; logit | Basic |
| studp473.rpf | Two-stage least squares | Basic |
| studp497.rpf | Static forecasts | Basic |
| studp504.rpf | Static forecasts | Basic |
| studp530.rpf | Panel data; fixed effects | Basic |
Posted: Mon Jul 16, 2012 4:19 pm