Greene, Econometric Analysis, 6e
Posted: Fri Jun 29, 2012 6:00 am
The attached zip has most of the examples from William Greene, Econometric Analysis, 6th edition. (If you want the 7th edition, see Greene 7e).
As with most of our textbook examples, the naming convention is grnpxxx where xxx is the page number on which the example starts.
This includes all but about six of the examples. The 6th edition adds quite a bit of coverage of panel data techniques, including several examples which require numerical integration. You'll need the @Halton and @GaussHermite procedures to do those. Some examples will also require RATS 8.1, which adds some additional features for dealing with panel data.
As with most of our textbook examples, the naming convention is grnpxxx where xxx is the page number on which the example starts.
This includes all but about six of the examples. The 6th edition adds quite a bit of coverage of panel data techniques, including several examples which require numerical integration. You'll need the @Halton and @GaussHermite procedures to do those. Some examples will also require RATS 8.1, which adds some additional features for dealing with panel data.