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Gujarati's Basic Econometrics

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Examples From Gujarati's Basic Econometrics

This page provides links to example programs for Basic Econometrics, by Damodar N. Gujarati, 4th Edition, (2003, McGraw-Hill).

Use the menu below to view the examples from a different textbook:



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 actually run any of the examples, you should download the Zip file.

If you prefer just to view the code for a particular example, just click on the example name (the files are referenced by page number). 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 CD with the current release of the RATS software.

File Name Description

gujarati.zip Zip file with all programs, data, procedure files

gujarati_Vers5.zip Zip file with older versions of files (Version 5 compatible)

gujarati_pre700.zip Zip file with older versions of files (pre Version 7.0)

gujap168.prg Regression through the origin

gujap172.prg Effects of rescaling variables

gujap177.prg Log-log regression

gujap180.prg Log vs linear trends

gujap182.prg Lin-log model, computing elasticities

gujap187.prg Phillips' Curve, estimating NAIRU

gujap220.prg Effects of transformations on R**2

gujap223.prg Cobb-Douglas production function

gujap227.prg Polynomial regression

gujap269.prg Testing coefficient restrictions

gujap272.prg Testing exclusion restrictions

gujap275.prg Chow test, test for equal variances

gujap281.prg MacKinnon-White-Davidson (MWD) test for functional form

gujap291.prg Dummy variables

gujap309.prg Sample split dummies

gujap370.prg Longley data, multicollinearity

gujap404.prg Heteroscedasticity tests

gujap407.prg Spearman's Rank Correlation test

gujap409.prg Heteroscedasticity; Goldfeld-Quandt, Breusch-Pagan-Godfrey tests

gujap416.prg Heteroscedasticity; weighted least squares

gujap422.prg Heteroscedasticity tests

gujap423.prg Heteroscedasticity tests

gujap462.prg Serial correlation tests

gujap475.prg Serial correlation induced by misspecification

gujap478.prg Serially correlated errors; estimation

gujap511.prg Omitted variables tests

gujap519.prg Specification tests

gujap570.prg Non-linear least squares

gujap571.prg Non-linear least squares

gujap572.prg Non-linear least squares

gujap587.prg Linear probability model

gujap600.prg Grouped logit, probit

gujap604.prg Logit, probit

gujap641.prg Panel data; fixed/random effects

gujap669.prg Koyck distributed lag

gujap681.prg Stock adjustment model

gujap686.prg Dynamic regression model

gujap692.prg Polynomial distributed lag

gujap699.prg Granger causality tests

gujap767.prg Indirect least squares

gujap775.prg Two stage least squares

gujap779.prg Klein's Model I

gujap795.prg Graphs of macro data

gujap801.prg Random walks

gujap804.prg Examples of non-stationary vs trend stationary

gujap809.prg ACF; non-stationary series

gujap811.prg ACF; non-stationary series

gujap816.prg Unit root tests

gujap823.prg Cointegration tests

gujap825.prg Error correction model

gujap826.prg Unit root tests

gujap827.prg Unit root tests

gujap828.prg Unit root tests

gujap829.prg Cointegration tests

gujap842.prg ARIMA model

gujap848.prg VAR

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