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This page provides links to example programs for:
Introduction to Econometrics , 4e ,

The Zip file listed first in the table below includes all the sample programs, data files (when available), and, in some cases, files containing RATS procedures used by the examples. If you want to run any of the examples, you should download the Zip file. There may also be zip files for earlier editions of the text. If there are, those most likely are for earlier versions of the RATS software.

If you prefer just to view the code for a particular example, just click on the example name. Again, if you actually want to run these, you should download the zip file listed first to get the required data and procedure files.

Note that all of the textbook example, data, and procedure files currently available on our website are also included on the distribution (CD or download) with the current release of the RATS software.

File Name Description RATS Level
Dougherty_4.zipZip file with all programs, data
doughp095.rpfSimple regressionBasic
doughp122.rpfSimple regression;Monte Carlo experimentIntermediate
doughp136.rpfSimple regression;Confidence intervalsBasic
doughp145.rpfSimple regression;F-testBasic
doughp152.rpfMultiple regressionBasic
doughp162.rpfMultiple regression;Decomposition of standard errorsBasic
doughp169.rpfMultiple regression;CollinearityBasic
doughp178.rpfMultiple regression;Goodness of fit;Tests of restrictionsBasic
doughp193.rpfLinearity and nonlinearityBasic
doughp196.rpfMultiple regression;Logarithmic relationshipsBasic
doughp201.rpfMultiple regression;Semi-logarithmic relationshipsIntermediate
doughp206.rpfMultiple regression;Comparison of specificationsBasic
doughp210.rpfMultiple regression;Higher-order polynomialsBasic
doughp214.rpfMultiple regression;Interaction effectsBasic
doughp224.rpfMultiple regression;Dummy variablesBasic
doughp230.rpfMultiple regression;Dummy variablesBasic
doughp245.rpfMultiple regression;Chow testBasic
doughp254.rpfMultiple regression;Omitted variablesBasic
doughp262.rpfMultiple regression;Redundant variablesBasic
doughp266.rpfMultiple regression;Proxy variablesBasic
doughp268.rpfMultiple regression;Hypothesis testingBasic
doughp283.rpfMultiple regression;HeteroscedasticityBasic
doughp290.rpfMultiple regression;HeteroscedasticityBasic
doughp295.rpfMonte Carlo investigation of heteroscedasticityIntermediate
doughp308.rpfMonte Carlo investigation of measurement errorIntermediate
doughp320.rpfMonte Carlo investigation of simultaneityIntermediate
doughp324.rpfInstrumental variablesBasic
doughp355.rpfLinear probability model;Logit modelIntermediate
doughp393.rpfRegressions with lagsBasic
doughp438.rpfTesting for serial correlationBasic
doughp440.rpfRegression with AR(1) errorsBasic
doughp452.rpfApparent autocorrelationBasic
doughp464.rpfStationary/non-stationary seriesBasic
doughp487.rpfGraphical analysis of non-stationary seriesBasic
doughp501.rpfDickey-Fuller testBasic
doughp515.rpfPanel dataBasic
doughp522.rpfFixed effects;random effectsBasic