This includes all but about six of the examples. The 6th edition adds quite a bit of coverage of panel data techniques, including several examples which require numerical integration. You'll need the HALTON (viewtopic.php?f=7&t=1112) and GAUSSHERMITE http://www.estima.com/forum/viewtopic.php?f=7&t=1059 procedures to do those. Some examples will also require RATS 8.1, which adds some additional features for dealing with panel data.
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| Example | Description | RATS Level |
| grnp022.rpf | Linear regression | Basic |
| grnp031.rpf | Linear regression, partial correlations | Basic |
| grnp035.rpf | Linear regression, ANOVA for regression | Basic |
| grnp034.rpf | Linear regression, SMPL option to skip observations | Basic |
| grnp053.rpf | Linear regression, SMPL option, F test | Basic |
| grnp055.rpf | Linear regression, test with SUMMARIZE | Basic |
| grnp060.rpf | Linear regression, variance inflation factors | Intermediate |
| grnp070.rpf | Linear regression with lagged dependent variables | Advanced |
| grnp086.rpf | Linear regression, general linear restrictions | Basic |
| grnp090.rpf | Linear regression, general linear and non-linear restrictions | Intermediate |
| grnp097.rpf | Linear regression, general linear and non-linear restrictions | Basic |
| grnp099.rpf | Linear regression, out-of-sample predictions | Basic |
| grnp108.rpf | Panel data, fixed effects by dummy variables | Intermediate |
| grnp114.rpf | Nonlinear system estimation with constraints | Intermediate |
| grnp124.rpf | Linear regression with subsamples, Wald test, Chow test | Basic |
| grnp125.rpf | Linear regression with subsamples | Basic |
| grnp140.rpf | Davidson-MacKinnon J test | Basic |
| grnp142.rpf | Vuong test of non-nested hypotheses | Intermediate |
| grnp159.rpf | Linear regression, example of heteroscedasticity | Basic |
| grnp164.rpf | Heteroscedasticity tests (White, Breusch-Pagan-Godfrey) | Basic |
| grnp167.rpf | Heteroscedasticity, White, Davidson-MacKinnon standard errors | Intermediate |
| grnp171.rpf | Heteroscedasticity-Feasible GLS | Intermediate |
| grnp173.rpf | Heteroscedasticity-Groupwise | Intermediate |
| grnp187.rpf | Panel data, clustered standard errors | Basic |
| grnp190.rpf | Panel data, group means (between) estimates | Basic |
| grnp192.rpf | Unbalanced panel data;ANOVA | Basic |
| grnp199.rpf | Panel data, fixed effects, clustered standard errors | Intermediate |
| grnp206.rpf | Panel data, random effects, Hausman test, Breusch-Pagan random effects test | Intermediate |
| grnp224.rpf | Panel data, Swamy random coefficients model | Basic |
| grnp228.rpf | Panel data, random coefficients model, simulated maximum likelihood | Advanced |
| grnp231.rpf | Panel data, random effects, hierarchical linear model | Intermediate |
| grnp254.rpf | SUR estimation | Advanced |
| grnp278.rpf | Non-linear systems estimation | Advanced |
| grnp294.rpf | Non-linear least squares | Advanced |
| grnp304.rpf | Two-step non-linear estimation | Advanced |
| grnp307.rpf | Non-linear least squares | Intermediate |
| grnp320.rpf | Two-stage least squares | Basic |
| grnp324.rpf | Two-stage least squares, Wu-Hausman specification test | Basic |
| grnp325.rpf | Two-stage least squares, Wu-Hausman specification test | Intermediate |
| grnp336.rpf | Non-linear two stage least squares | Basic |
| grnp348.rpf | Dynamic panel model | Basic |
| grnp385.rpf | Simultaneous equations, 2SLS, 3SLS, LIML, FIML | Advanced |
| grnp388.rpf | Simultaneous equations, specification tests | Intermediate |
| grnp393.rpf | Simultaneous equations with dynamics | Advanced |
| grnp408.rpf | LAD Estimation, bootstrapped standard errors | Advanced |
| grnp410.rpf | Partially linear model, non-parametric regression | Intermediate |
| grnp418.rpf | Non-parametric regression | Intermediate |
| grnp433.rpf | Nonlinear systems, GMM, maximum likelihood | Intermediate |
| grnp445.rpf | Nonlinear systems, GMM, maximum likelihood | Intermediate |
| grnp476.rpf | Panel VAR | Intermediate |
| grnp496.rpf | Maximum likelihood, variance estimators for coefficients | Intermediate |
| grnp504.rpf | Maximum likelihood, Wald, likelihood ratio tests | Intermediate |
| grnp526.rpf | Weighted least squares, two-step, iterated, maximum likelihood estimators | Advanced |
| grnp529.rpf | Linear models with AR1 errors | Basic |
| grnp541.rpf | Stochastic frontier model | Intermediate |
| grnp545.rpf | Poisson, geometric models for count data | Intermediate |
| grnp549.rpf | Random effects with MLE | Basic |
| grnp553.rpf | Random effects for geometric model | Advanced |
| grnp559.rpf | Mixture model, latent class model | Intermediate |
| grnp562.rpf | Mixture model, latent class model | Intermediate |
| grnp566.rpf | Mixture model, latent class model | Advanced |
| grnp592.rpf | Random effects for geometric model | Advanced |
| grnp618.rpf | Probit model, Gibbs sampling | Advanced |
| grnp626.rpf | Example of autocorrelated residuals | Basic |
| grnp627.rpf | Example of negative autocorrelation | Basic |
| grnp643.rpf | Regression with HAC (Newey-West) standard errors | Basic |
| grnp649.rpf | AR(1), AR(2) regressions | Intermediate |
| grnp653.rpf | Panel data with autocorrelated errors | Intermediate |
| grnp656.rpf | AR(1), test for common factors | Basic |
| grnp665.rpf | GARCH model, test for ARCH | Basic |
| grnp679.rpf | Non-linear least squares, expectations-augmented Phillips curve | Intermediate |
| grnp680.rpf | ARDL model, long-run effects | Advanced |
| grnp685.rpf | ARDL model: estimation, PDLs | Intermediate |
| grnp691.rpf | Error correction model, test for common factors | Intermediate |
| grnp707.rpf | Structural VAR model, structural break test, Blanchard-Quah model | Intermediate |
| grnp711.rpf | Panel VAR | Intermediate |
| grnp729.rpf | ARMA model, identification | Basic |
| grnp735.rpf | Spectral analysis | Basic |
| grnp740.rpf | ARMA model, identification | Basic |
| grnp748.rpf | Unit root tests, Dickey-Fuller | Basic |
| grnp754.rpf | Unit root tests, Dickey-Fuller, Phillips-Perron, KPSS | Basic |
| grnp757.rpf | Cointegration test, Engle-Granger test | Basic |
| grnp781.rpf | Binary choice models, LPM, logit, probit | Intermediate |
| grnp785.rpf | Logit model: marginal effects, average partial effects | Intermediate |
| grnp789.rpf | Probit model: Chow test, heteroscedasticity test | Advanced |
| grnp801.rpf | Panel data: probit and logit models | Advanced |
| grnp815.rpf | Probit model with endogenous explanatory variable | Intermediate |
| grnp819.rpf | Bivariate probit | Intermediate |
| grnp822.rpf | Bivariate probit | Advanced |
| grnp852.rpf | Conditional and sequential logit models | Advanced |
| grnp896.rpf | Bivariate probit with sample selection | Intermediate |
| grnp914.rpf | Poisson, negative binomial models for count data | Advanced |
| grnp920.rpf | Random/Fixed Effects for Poisson and NegBin count data models | Advanced |
| grnp924.rpf | Poisson and ZIP models for count data | Intermediate |
| grnp925.rpf | Doubly censored tobit, censored Poisson models | Advanced |
| grnp941.rpf | Duration, Hazard models | Advanced |