The attached zip has the examples from
Econometric Methods , 4e by Johnston and Dinardo, (1996, Princeton University Press). This is an introductory graduate/advanced undergraduate text which does a substantially higher proportion of its examples with simulated data or by using simulation or bootstrapping for analysis than books aimed at the same market.
johnston_4.zip- Zip with programs/data
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| Example | Description | RATS Level |
| johnp002.rpf | Graphics: time series, X-Y | Basic |
| johnp004.rpf | Graphics: arrays of graphs | Basic |
| johnp034.rpf | Simple regressions | Basic |
| johnp049.rpf | Regressions with various functional forms | Intermediate |
| johnp059.rpf | Stationary, unit root, explosive series | Intermediate |
| johnp075.rpf | Multiple regressions by matrix operations | Intermediate |
| johnp121.rpf | Stability tests, Chow tests, recursive least squares | Intermediate |
| johnp165.rpf | Monte Carlo: OLS vs GLS | Intermediate |
| johnp172.rpf | Heteroscedasticity tests: White, Breusch-Pagan-Godfrey, Goldfeld-Quandt | Basic |
| johnp193.rpf | Autocorrelation: h and Breusch-Godfrey tests, common factor restrictions, ARCH test | Basic |
| johnp216.rpf | ACF | Basic |
| johnp235.rpf | ACF for seasonal series | Basic |
| johnp236.rpf | Seasonal ARIMA model: fitting and forecasting | Basic |
| johnp265.rpf | ARDL model | Basic |
| johnp270.rpf | ARDL model; specification tests | Intermediate |
| johnp303.rpf | Cointegration: maximum likelihood analysis | Basic |
| johnp351.rpf | Monte Carlo: small sample bias | Intermediate |
| johnp359.rpf | Bootstrapping: linear regression | Intermediate |
| johnp365.rpf | Monte Carlo: confidence interval | Basic |
| johnp371.rpf | Kernel density estimators | Basic |
| johnp376.rpf | Probit model; kernel density estimators | Intermediate |
| johnp381.rpf | Non-parametric regressions | Intermediate |
| johnp415.rpf | Logit, probit models; analysis of fitted values | Intermediate |
