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**confid2 CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation***by*Shazam**glsar1 GLSAR1: Generalized Least Squares Estimation for the Model with AR(1) Errors Example***by*Shazam**reset RESET: Calculating RESET Tests Example***by*Shazam**anova ANOVA: A Two-Way ANOVA Table Example***by*Shazam**semipar SEMIPAR: Robinson's Semiparametric Regression Example***by*Shazam**archprog ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method***by*Shazam**smooth SMOOTH: Seasonal Adjustment Example***by*Shazam**arima ARIMA: Estimation Of Models For The Wholesale Price Index***by*Shazam**solve SOLVE: Solving Nonlinear Sets of Equations Example***by*Shazam**arseas ARSEAS: Seasonal ARIMA Models***by*Shazam**stock STOCK: Chart of Stock Market Prices***by*Shazam**boot BOOT: Obtaining OLS Standard Errors By Bootstrapping***by*Shazam**splice SPLICE: Splicing Index Numbers Example***by*Shazam**boxhet BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example***by*Shazam**sureq SUREQ: SURE with Inequality Restrictions Example***by*Shazam**bsprice BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example***by*Shazam**sysnl SYSNL: Example of N2SLS, N3SLS and GMM Estimation Applied to Klein's Model I***by*Shazam**bsvol BSVOL: Black-Scholes Option Pricing and Implied Volatility Example***by*Shazam**bvprob BVPROB: Bivariate Probit Models Example***by*Shazam**confid CONFID: Interval Estimation for a Population Mean Example***by*Shazam**cor COR: Computing P-Values For Sample Correlation Coefficients***by*Shazam**diagnos DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command***by*Shazam**distchi DISTCHI: Calculating Probabilities for Chi-Square Example***by*Shazam**distf DISTF: Program For Non-Central F(1,4,5) Distribution***by*Shazam**dlag DLAG: Distributed Lag Models***by*Shazam**eurocall EUROCALL: Pricing European Call Options Example***by*Shazam**expsmth EXPSMTH: Moving Averages and Exponential Smoothing Example***by*Shazam**fiml FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML)***by*Shazam**fls FLS: Flexible Least Squares Example***by*Shazam**fuzzy FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example***by*Shazam**gcause GCAUSE: Granger Causality Example***by*Shazam**gme GME: Generalized Entropy Methods Example***by*Shazam**graph GRAPH: Graph Of Monthly Time Series with Dates on X-axis***by*Shazam**hausman HAUSMAN: Hausman Specification Test Of Error In Variables***by*Shazam**hetcov Hetcov:***by*Shazam**hetreg HETREG: Multiplicative Heteroskedasticity Example***by*Shazam**homeown HOMEOWN: Weighted Least Squares - Analysis of Proportions Data***by*Shazam**hyptest HYPTEST: Linear and Non-Linear Hypothesis Tests Example***by*Shazam**index INDEX: Price Indexes Example***by*Shazam**johan JOHANSEN: Johansen Trace Test Procedure for Cointegration Example***by*Shazam**liml LIML: LIML Estimation for the Consumption Equation of Klein's Model I***by*Shazam**logit LOGIT: Logit Model Estimation***by*Shazam**logitw Weighted Logit Estimation Example***by*Shazam**lp LP: Linear Programming Example***by*Shazam**matrix MATRIX: Matrix Operations Example***by*Shazam**maxfunc MAXFUNC: Maximizing a Function of a Single Variable Example***by*Shazam**mcarlo MCARLO: Monte Carlo Example***by*Shazam**mhet MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example***by*Shazam**mnlogit MNLOGIT: Multinomial Logit Estimation Example***by*Shazam**multi MULTI: Generating Multivariate Random Numbers Example***by*Shazam**nlces NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors***by*Shazam**nlsroc NLSROC: Nonlinear Least Squares By The Rank One Correction Method***by*Shazam**nlsure NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example***by*Shazam**nonnest NONNEST: Non-Nested Model Testing Example***by*Shazam**nonpar NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., "Flexible Regression", Journal Of Marketing Research, Vol. 25, 1988, pp. 10-24***by*Shazam**ols OLS: Replication of the SHAZAM OLS Command***by*Shazam**pacf PACF: Partial Autocorrelation Function Example***by*Shazam**pcomp PCOMP: Principal Components Regression Example***by*Shazam**poisson POISSON: A Poisson Model For Count Data***by*Shazam**pool POOL: Pooling Time-Series Cross-Section Data Example***by*Shazam**poolec POOLEC: Pooling with Error Components Example***by*Shazam**poolfc POOLFC: Forecasting with Time-Series Cross-Section Data Example***by*Shazam**portfol PORTFOL: Portfolio Selection Example***by*Shazam**power POWER: Computing the Power of a Test Example***by*Shazam**probelas PROBELAS: Probit - Computing Elasticities For Log Transformed Variables Example***by*Shazam**probit PROBIT: Probit Model With Heteroskedasticity Example***by*Shazam**pvalue PVALUE: Calculating P-Values for Test Statistics Example***by*Shazam**recur RECUR: Calculations for Recursive Coefficient Estimations and the Hansen Test for Model Stability Example***by*Shazam**system SYSTEM: Estimation Of Klein's Model I Example***by*Shazam**teststat TESTSTAT: T-test and F-test Statistic Example***by*Shazam**tobit TOBIT: Tobit Regression Example***by*Shazam**tobithet TOBITHET: Tobit Model with Heteroskedasticity Example***by*Shazam**tobitm TOBITM: Marginal Effects For Tobit Models Example***by*Shazam**unitroot UNITROOT: Tests for Unit Roots Using the Perron Test Applied to the Nelson-Plosser Data Set Example***by*Shazam**vif VIF: Variance Inflation Factors Example***by*Shazam**wreplace WREPLACE: Sampling Without Replacement***by*Shazam