SHAZAM, Econometrics Computer Program: User's Reference Manual, Version 6.1

Front Cover
McGraw-Hill, 1988 - 330 pages

Contents

INTRODUCTION
5
A CHILDS GUIDE TO RUNNING REGRESSIONS
7
DATA INPUT AND OUTPUT
13
A USING THE CITIBASE DATABANK
23
DESCRIPTIVE STATISTICS
25
PLOTS
31
GENERATING VARIABLES
37
B THE GEN1 COMMAND
42
POOLED CROSSSECTION TIMESERIES
121
PROBIT AND LOGIT REGRESSION
125
ROBUST ESTIMATION
129
TOBIT REGRESSION
133
TWOSTAGE LEAST SQUARES AND SYSTEMS OF EQUATIONS
137
B SYSTEMS OF EQUATIONS
140
MAPS
147
MATRIX MANIPULATION
149

THE IF COMMAND
43
E THE ENDIF COMMAND
45
ORDINARY LEAST SQUARES
47
A OLS WITH RESTRICTIONS
53
B OLS WITH THE IDVAR OPTION
54
OLS AND TEMPORARY VARIABLES
55
STEPWISE REGRESSION
57
HYPOTHESIS TESTING AND CONFIDENCE INTERVALS
59
B CONFIDENCE INTERVALS
61
INEQUALITY RESTRICTIONS
65
ARIMA MODELS
69
AUTOCORRELATION MODELS
77
BOXCOX REGRESSIONS
83
DIAGNOSTIC TESTS
89
DISTRIBUTEDLAG MODELS
97
FORECASTING
101
GENERALIZED LEAST SQUARES
107
MAXIMUM LIKELIHOOD ESTIMATION OF NONNORMAL MODELS
111
NONLINEAR REGRESSION
115
B COPY COMMAND
154
PRICE INDEXES
157
PRINCIPAL COMPONENTS AND FACTOR ANALYSIS
161
PROBABILITY DISTRIBUTIONS
165
SORTING DATA
171
SET AND DISPLAY
173
MISCELLANEOUS COMMANDS AND INFORMATION
179
PROGRAMMING IN SHAZAM
187
B SPLICING INDEX NUMBER SERIES
188
COMPUTING THE POWER OF A TEST
190
RIDGE REGRESSION
193
E AN EXACT DURBINWATSON TEST
195
F COCHRANEORCUTT ESTIMATION
197
G NONLINEAR LEAST SQUARES BY THE RANK ONE CORRECTION METHOD
199
H MONTE CARLO EXPERIMENTS
201
BOOTSTRAPPING REGRESSION COEFFICIENTS
202
J HETEROSKEDASTIC CONSISTENT COVARIANCE MATRICES
204
K HAUSMAN SPECIFICATION TEST
206
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