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