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