University of British Columbia

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For technical questions regarding this series, please contact (Ken White)
Series handle: repec:shz:shazam

• NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example
  by Shazam [Downloadable!]
• INDEX: Price Indexes Example
  by Shazam [Downloadable!]
• TOBIT: Tobit Regression Example
  by Shazam [Downloadable!]
• PACF: Partial Autocorrelation Function Example
  by Shazam [Downloadable!]
• CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation
  by Shazam [Downloadable!]
• LIML: LIML Estimation for the Consumption Equation of Klein's Model I
  by Shazam [Downloadable!]
• DISTCHI: Calculating Probabilities for Chi-Square Example
  by Shazam [Downloadable!]
• NLSROC: Nonlinear Least Squares By The Rank One Correction Method
  by Shazam [Downloadable!]
• DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command
  by Shazam [Downloadable!]
• SYSNL: Example of N2SLS, N3SLS and GMM Estimation Applied to Klein's Model I
  by Shazam [Downloadable!]
• WREPLACE: Sampling Without Replacement
  by Shazam [Downloadable!]
• CONFID: Interval Estimation for a Population Mean Example
  by Shazam [Downloadable!]
• JOHANSEN: Johansen Trace Test Procedure for Cointegration Example
  by Shazam [Downloadable!]
• Weighted Logit Estimation Example
  by Shazam [Downloadable!]
• NONNEST: Non-Nested Model Testing Example
  by Shazam [Downloadable!]
• ARIMA: Estimation Of Models For The Wholesale Price Index
  by Shazam [Downloadable!]
• PROBIT: Probit Model With Heteroskedasticity Example
  by Shazam [Downloadable!]
• FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example
  by Shazam [Downloadable!]
• MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example
  by Shazam [Downloadable!]
• TESTSTAT: T-test and F-test Statistic Example
  by Shazam [Downloadable!]
• MULTI: Generating Multivariate Random Numbers Example
  by Shazam [Downloadable!]
• TOBITM: Marginal Effects For Tobit Models Example
  by Shazam [Downloadable!]
• ANOVA: A Two-Way ANOVA Table Example
  by Shazam [Downloadable!]
• HYPTEST: Linear and Non-Linear Hypothesis Tests Example
  by Shazam [Downloadable!]
• UNITROOT: Tests for Unit Roots Using the Perron Test Applied to the Nelson-Plosser Data Set Example
  by Shazam [Downloadable!]
• BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example
  by Shazam [Downloadable!]
• GME: Generalized Entropy Methods Example
  by Shazam [Downloadable!]
• FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML)
  by Shazam [Downloadable!]
• NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors
  by Shazam [Downloadable!]
• MATRIX: Matrix Operations Example
  by Shazam [Downloadable!]
• GCAUSE: Granger Causality Example
  by Shazam [Downloadable!]
• POOLEC: Pooling with Error Components Example
  by Shazam [Downloadable!]
• HAUSMAN: Hausman Specification Test Of Error In Variables
  by Shazam [Downloadable!]
• RESET: Calculating RESET Tests Example
  by Shazam [Downloadable!]
• HOMEOWN: Weighted Least Squares - Analysis of Proportions Data
  by Shazam [Downloadable!]
• GRAPH: Graph Of Monthly Time Series with Dates on X-axis
  by Shazam [Downloadable!]
• ARSEAS: Seasonal ARIMA Models
  by Shazam [Downloadable!]
• COR: Computing P-Values For Sample Correlation Coefficients
  by Shazam [Downloadable!]
• DISTF: Program For Non-Central F(1,4,5) Distribution
  by Shazam [Downloadable!]
• POISSON: A Poisson Model For Count Data
  by Shazam [Downloadable!]
• ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method
  by Shazam [Downloadable!]
• FLS: Flexible Least Squares Example
  by Shazam [Downloadable!]
• NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., "Flexible Regression", Journal Of Marketing Research, Vol. 25, 1988, pp. 10-24
  by Shazam [Downloadable!]
• HETREG: Multiplicative Heteroskedasticity Example
  by Shazam [Downloadable!]
• MCARLO: Monte Carlo Example
  by Shazam [Downloadable!]
• BSVOL: Black-Scholes Option Pricing and Implied Volatility Example
  by Shazam [Downloadable!]
• TOBITHET: Tobit Model with Heteroskedasticity Example
  by Shazam [Downloadable!]
• LOGIT: Logit Model Estimation
  by Shazam [Downloadable!]
• SPLICE: Splicing Index Numbers Example
  by Shazam [Downloadable!]
• BVPROB: Bivariate Probit Models Example
  by Shazam [Downloadable!]
• EUROCALL: Pricing European Call Options Example
  by Shazam [Downloadable!]
• POOLFC: Forecasting with Time-Series Cross-Section Data Example
  by Shazam [Downloadable!]
• SUREQ: SURE with Inequality Restrictions Example
  by Shazam [Downloadable!]
• SMOOTH: Seasonal Adjustment Example
  by Shazam [Downloadable!]
• SEMIPAR: Robinson's Semiparametric Regression Example
  by Shazam [Downloadable!]
• VIF: Variance Inflation Factors Example
  by Shazam [Downloadable!]
• MNLOGIT: Multinomial Logit Estimation Example
  by Shazam [Downloadable!]
• SOLVE: Solving Nonlinear Sets of Equations Example
  by Shazam [Downloadable!]
• LP: Linear Programming Example
  by Shazam [Downloadable!]
• MAXFUNC: Maximizing a Function of a Single Variable Example
  by Shazam [Downloadable!]
• BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example
  by Shazam [Downloadable!]
• EXPSMTH: Moving Averages and Exponential Smoothing Example
  by Shazam [Downloadable!]
• STOCK: Chart of Stock Market Prices
  by Shazam [Downloadable!]
• RECUR: Calculations for Recursive Coefficient Estimations and the Hansen Test for Model Stability Example
  by Shazam [Downloadable!]
• POWER: Computing the Power of a Test Example
  by Shazam [Downloadable!]
• DLAG: Distributed Lag Models
  by Shazam [Downloadable!]
• Hetcov:
  by Shazam [Downloadable!]
• OLS: Replication of the SHAZAM OLS Command
  by Shazam [Downloadable!]
• POOL: Pooling Time-Series Cross-Section Data Example
  by Shazam [Downloadable!]
• SYSTEM: Estimation Of Klein's Model I Example
  by Shazam [Downloadable!]
• PVALUE: Calculating P-Values for Test Statistics Example
  by Shazam [Downloadable!]
• PROBELAS: Probit - Computing Elasticities For Log Transformed Variables Example
  by Shazam [Downloadable!]
• BOOT: Obtaining OLS Standard Errors By Bootstrapping
  by Shazam [Downloadable!]
• PCOMP: Principal Components Regression Example
  by Shazam [Downloadable!]

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This page was last updated on 2008-4-27.