You can use the drop-down lists to list all of the example programs from a particular text book, and see links to more information on each book (where available).

Use the regular textbook browser instead if you want to search/filter examples from all available textbooks.


Select Textbook:

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
dough4p095.rpfSimple regressionBasic
dough4p122.rpfSimple regression;Monte Carlo experimentIntermediate
dough4p136.rpfSimple regression;Confidence intervalsBasic
dough4p145.rpfSimple regression;F-testBasic
dough4p152.rpfMultiple regressionBasic
dough4p162.rpfMultiple regression;Decomposition of standard errorsBasic
dough4p169.rpfMultiple regression;CollinearityBasic
dough4p178.rpfMultiple regression;Goodness of fit;Tests of restrictionsBasic
dough4p193.rpfLinearity and nonlinearityBasic
dough4p196.rpfMultiple regression;Logarithmic relationshipsBasic
dough4p201.rpfMultiple regression;Semi-logarithmic relationshipsIntermediate
dough4p206.rpfMultiple regression;Comparison of specificationsBasic
dough4p210.rpfMultiple regression;Higher-order polynomialsBasic
dough4p214.rpfMultiple regression;Interaction effectsBasic
dough4p224.rpfMultiple regression;Dummy variablesBasic
dough4p230.rpfMultiple regression;Dummy variablesBasic
dough4p245.rpfMultiple regression;Chow testBasic
dough4p254.rpfMultiple regression;Omitted variablesBasic
dough4p262.rpfMultiple regression;Redundant variablesBasic
dough4p266.rpfMultiple regression;Proxy variablesBasic
dough4p268.rpfMultiple regression;Hypothesis testingBasic
dough4p283.rpfMultiple regression;HeteroscedasticityBasic
dough4p290.rpfMultiple regression;HeteroscedasticityBasic
dough4p295.rpfMonte Carlo investigation of heteroscedasticityIntermediate
dough4p308.rpfMonte Carlo investigation of measurement errorIntermediate
dough4p320.rpfMonte Carlo investigation of simultaneityIntermediate
dough4p324.rpfInstrumental variablesBasic
dough4p355.rpfLinear probability model;Logit modelIntermediate
dough4p393.rpfRegressions with lagsBasic
dough4p438.rpfTesting for serial correlationBasic
dough4p440.rpfRegression with AR(1) errorsBasic
dough4p452.rpfApparent autocorrelationBasic
dough4p464.rpfStationary/non-stationary seriesBasic
dough4p487.rpfGraphical analysis of non-stationary seriesBasic
dough4p501.rpfDickey-Fuller testBasic
dough4p515.rpfPanel dataBasic
dough4p522.rpfFixed effects;random effectsBasic