# SHAZAM Econometrics, Statistics and Analytics Software

# SHAZAM Examples

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**Weighted Logit Estimation Example***by*Shazam**LOGIT: Logit Model Estimation***by*Shazam**MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example***by*Shazam**SEMIPAR: Robinson's Semiparametric Regression Example***by*Shazam**CONFID: Interval Estimation for a Population Mean Example***by*Shazam**NLSROC: Nonlinear Least Squares By The Rank One Correction Method***by*Shazam**LP: Linear Programming Example***by*Shazam**FLS: Flexible Least Squares Example***by*Shazam**TOBIT: Tobit Regression Example***by*Shazam**OLSCOV: Estimating the Variance of the OLS Estimator in the Presence of Heteroskedastic Errors or Autocorrrelated Errors Example***by*Shazam**MATRIX: Matrix Operations Example***by*Shazam**NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example***by*Shazam**PROBELAS: Probit - Computing Elasticities For Log Transformed Variables Example***by*Shazam**LIML: LIML Estimation for the Consumption Equation of Klein's Model I***by*Shazam**RAND: Random Coefficients Models Example***by*Shazam**BSVOL: Black-Scholes Option Pricing and Implied Volatility Example***by*Shazam**OLS: Replication of the SHAZAM OLS Command***by*Shazam**ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method***by*Shazam**TOBITM: Marginal Effects For Tobit Models Example***by*Shazam**TOBITHET: Tobit Model with Heteroskedasticity Example***by*Shazam**GAUSS: Nonlinear Equation Estimation by the Gauss-Newton Method***by*Shazam**SOLVE: Solving Nonlinear Sets of Equations Example***by*Shazam**EXPSMTH: Moving Averages and Exponential Smoothing Example***by*Shazam**STEST: Stationarity Tests Proposed by Leybourne and McCabe***by*Shazam**NONNEST: Non-Nested Model Testing Example***by*Shazam**QR: Solving OLS with the Householder Transformation Example***by*Shazam**HAUSMAN: Hausman Specification Test Of Error In Variables***by*Shazam**HOMEOWN: Weighted Least Squares - Analysis of Proportions Data***by*Shazam**RECUR: Calculations for Recursive Coefficient Estimations and the Hansen Test for Model Stability Example***by*Shazam**VIF: Variance Inflation Factors Example***by*Shazam**DISTCHI: Calculating Probabilities for Chi-Square Example***by*Shazam**LAD: Least Absolute Error Estimation Example***by*Shazam**BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example***by*Shazam**RIDGE: Ridge Regression Example***by*Shazam**POISSON: A Poisson Model For Count Data***by*Shazam**MCARLO: Monte Carlo Example***by*Shazam**NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., "Flexible Regression", Journal Of Marketing Research, Vol. 25, 1988, pp. 10-24***by*Shazam**UNITROOT: Tests for Unit Roots Using the Perron Test Applied to the Nelson-Plosser Data Set Example***by*Shazam**FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML)***by*Shazam**MAXFUNC: Maximizing a Function of a Single Variable Example***by*Shazam**ANOVA: A Two-Way ANOVA Table Example***by*Shazam**NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors***by*Shazam**DISTF: Program For Non-Central F(1,4,5) Distribution***by*Shazam**JOHANSEN: Johansen Trace Test Procedure for Cointegration Example***by*Shazam**GRAPH: Graph Of Monthly Time Series with Dates on X-axis***by*Shazam**HUF: Robinson's Heteroskedasticity of Unknown Form Estimator Example***by*Shazam**BOOT: Obtaining OLS Standard Errors By Bootstrapping***by*Shazam**BVPROB: Bivariate Probit Models Example***by*Shazam**CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation***by*Shazam**PACF: Partial Autocorrelation Function Example***by*Shazam**HETREG: Multiplicative Heteroskedasticity Example***by*Shazam**COR: Computing P-Values For Sample Correlation Coefficients***by*Shazam**DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command***by*Shazam**TESTSTAT: T-test and F-test Statistic Example***by*Shazam**SYSTEM: Estimation Of Klein's Model I Example***by*Shazam**RESET: Calculating RESET Tests Example***by*Shazam**STOCK: Chart of Stock Market Prices***by*Shazam**GCAUSE: Granger Causality Example***by*Shazam**BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example***by*Shazam**SYSNL: Example of N2SLS, N3SLS and GMM Estimation Applied to Klein's Model I***by*Shazam**ARIMA: Estimation Of Models For The Wholesale Price Index***by*Shazam**PVALUE: Calculating P-Values for Test Statistics Example***by*Shazam**PCOMP: Principal Components Regression Example***by*Shazam**POOLFC: Forecasting with Time-Series Cross-Section Data Example***by*Shazam**POOLEC: Pooling with Error Components Example***by*Shazam**PROBIT: Probit Model With Heteroskedasticity Example***by*Shazam**WREPLACE: Sampling Without Replacement***by*Shazam**FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example***by*Shazam**MNLOGIT: Multinomial Logit Estimation Example***by*Shazam**POOL: Pooling Time-Series Cross-Section Data Example***by*Shazam**EUROCALL: Pricing European Call Options Example***by*Shazam**PORTFOL: Portfolio Selection Example***by*Shazam**GME: Generalized Entropy Methods Example***by*Shazam**SEAS: Tests for Seasonal Unit Roots Example***by*Shazam**GRANGER: Testing for Granger Causality Example***by*Shazam**Hetcov:***by*Shazam**SPLICE: Splicing Index Numbers Example***by*Shazam**INDEX: Price Indexes Example***by*Shazam**HYPTEST: Linear and Non-Linear Hypothesis Tests Example***by*Shazam**ARSEAS: Seasonal ARIMA Models***by*Shazam**POWER: Computing the Power of a Test Example***by*Shazam**SMOOTH: Seasonal Adjustment Example***by*Shazam**MULTI: Generating Multivariate Random Numbers Example***by*Shazam**SUREQ: SURE with Inequality Restrictions Example***by*Shazam**GLSAR1: Generalized Least Squares Estimation for the Model with AR(1) Errors Example***by*Shazam**DLAG: Distributed Lag Models***by*Shazam