Stock and Watson, Introduction to Econometrics, 3rd ed
Stock and Watson, Introduction to Econometrics, 3rd ed
The attached zip has the examples and data files from Stock and Watson, Introduction to Econometrics, 3rd edition, Addison-Wesley, 2011. Most of the examples are based upon linear regressions done with LINREG. The examples are often fairly long because they look at more than one possible set of explanatory variables, but are repeating the same basic instructions. In some (though not all) of these, we demonstrate how to organize the results into tables using the REPORT instruction. Among other instructions highlighted through the examples are SUMMARIZE and PRJ for doing predictions and SPGRAPH for creating graphs with multiple panes.
Last bumped by TomDoan on Thu Jun 28, 2012 10:31 am.