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| Chapter I | Introduction | |
| Chapter II | GAUSS Basics | |
| Lesson 2.1: | -- | Let's Begin |
| Lesson 2.2: | LONGLEY.TXT | File I/O |
| Lesson 2.3: | LONGLEY.TXT | Data Transformation |
| Lesson 2.4: | LONGLEY.TXT | Data Analysis |
| Chapter III | Linear Regression Models | |
| Lesson 3.1: | LONGLEY.TXT | Simple Regression |
| Lesson 3.2: | LONGLEY.TXT | Residual Analysis |
| Lesson 3.3: | LONGLEY.TXT | Multiple Regression |
| Lesson 3.3a: | LONGLEY.TXT | Beta Coefficients |
| Lesson 3.4: | CJX.TXT | Cobb-Douglas Production Function |
| Lesson 3.5: | CJX.TXT | Testing for Structural Change |
| Lesson 3.5a: | CJX.TXT | Testing for Model Stability |
| Lesson 3.6: | CJX.TXT | Residual Diagnostics |
| Chapter IV | Dummy Variables | |
| Lesson 4.1: | ALMON.TXT | Seasonal Dummy Variables |
| Lesson 4.2: | ALMON.TXT | Dummy Variable Trap |
| Lesson 4.3: | CJX.TXT | Testing for Structural Change: Dummy Variable Approach |
| Chapter V | Multicollinearity | |
| Lesson 5.1: | LONGLEY.TXT | Condition Number and Correlation Matrix |
| Lesson 5.2: | LONGLEY.TXT | Theil's Measure of Multicollinearity |
| Lesson 5.3: | LONGLEY.TXT | Variance Inflation Factors (VIF) |
| Lesson 5.4: | LONGLEY.TXT | Ridge Regression and Principal Components |
| Chapter VI | Nonlinear Optimization | |
| Lesson 6.1: | -- | One-Variable Scalar-Valued Function |
| Lesson 6.2: | -- | Two-Variable Scalar-Valued Function |
| Lesson 6.3: | YED20.TXT | Estimating Probability Distributions |
| Lesson 6.4: | YED20.TXT | Mixtures of Probability Distributions |
| Lesson 6.5: | JUDGE.TXT | Minimizing Sum-of-Squares Function |
| Lesson 6.6: | JUDGE.TXT | Maximizing Log-Likelihood Function |
| Chapter VII | Nonlinear Regression Models | |
| Lesson 7.1: | JUDGE.TXT | CES Production Function |
| Lesson 7.2: | MONEY.TXT | Box-Cox Variable Transformation |
| Lesson 7.3: | JUDGE.TXT | Hypothesis Testings for Nonlinear Models |
| Lesson 7.4: | MONEY.TXT | Likelihood Ratio Tests of Money Demand Equation |
| Chapter VIII | Discrete and Limited Dependent Variables | |
| Lesson 8.1: | GRADE.TXT | Probit Model of Economic Education |
| Lesson 8.2: | GRADE.TXT | Logit Model of Economic Education |
| Lesson 8.3: | FAIR.TXT | Tobit Analysis of Extramarital Affairs |
| Chapter IX | Heteroscedasticity | |
| Lesson 9.1: | GREENE.TXT | Heteroscedasticity-Consistent Covariance Matrix |
| Lesson 9.2: | GREENE.TXT | Goldfeld-Quandt Test and Correction for Heteroscedasticity |
| Lesson 9.3: | GREENE.TXT | Breusch-Pagan Test and Correction for Heteroscedasticity |
| Lesson 9.4: | GREENE.TXT | Multiplicative Heteroscedasticity |
| Chapter X | Autocorrelation | |
| Lesson 10.1: | CJX.TXT | Heteroscedasticity-Autocorrelation-Consistent Covariance Matrix |
| Lesson 10.2: | CJX.TXT | Tests for Autocorrelation |
| Lesson 10.3: | CJX.TXT | Cochrane-Orcutt Iterative Procedure |
| Lesson 10.4: | CJX.TXT | Hildreth-Lu Grid Search Procedure |
| Lesson 10.5: | CJX.TXT | Higher Order Autocorrelation |
| Lesson 10.6: | CJX.TXT | ARMA(1,1) Error Structure |
| Lesson 10.7: | CJX.TXT | Nonlinear ARMA Model Estimation |
| Chapter XI | Distributed Lag Models | |
| Lesson 11.1: | USYC87.TXT | Testing for Autocorrelation with Lagged Dependent Variable |
| Lesson 11.2: | USYC87.TXT | Instrumental Variable Estimation |
| Lesson 11.3: | ALMON.TXT | Almon Lag Model Revisited |
| Lesson 11.4: | ALMON.TXT | Almon Lag Model Once More |
| Chapter XII | Generalized Method of Moments | |
| Lesson 12.1: | YED20.TXT | Gamma Probability Distribution |
| Lesson 12.2: | GMMQ.TXT | A Nonlinear Rational Expectation Model |
| Lesson 12.3: | USYC87.TXT | GMM Estimation of U. S. Consumption Function |
| Chapter XIII | System of Simultaneous Equations | |
| Lesson 13.1: | KLEIN.TXT | Klein Model I |
| Lesson 13.2: | KLEIN.TXT | Klein Model I Reformulated |
| Lesson 13.3: | BWQ.TXT BWP.TXT | Berndt-Wood Model |
| Lesson 13.4: | BWQ.TXT BWP.TXT | Berndt-Wood Model Extended |
| Lesson 13.5: | KLEIN.TXT | Klein Model I Revisited |
| Chapter XIV | Unit Roots and Cointegration | |
| Lesson 14.1: | USYC87.TXT | Augmented Dickey-Fuller Test for Unit Roots |
| Lesson 14.2: | USYC87.TXT | Cointegration Test: Engle-Granger Approach |
| Lesson 14.3: | USYC87.TXT | Cointegration Test: Johansen Approach |
| Chapter XV | Time Series Analysis | |
| Lesson 15.1: | BONDS.TXT | ARMA Analysis of Bond Yields |
| Lesson 15.1a: | BONDS.TXT | ARMA Analysis of Bond Yields (II) |
| Lesson 15.2: | USINF.TXT | ARMA Analysis of U. S. Inflation |
| Lesson 15.2a: | USINF.TXT | ARMA Analysis of U. S. Inflation (II) |
| Lesson 15.3: | USINF.TXT | ARCH Model of U. S. Inflation |
| Lesson 15.4: | DMBP.TXT | ARCH Model of Deutschemark-British Pound Exchange Rate |
| Lesson 15.5: | DMBP.TXT | ARCH-M Model of Deutschemark-British Pound Exchange Rate |
| Lesson 15.6: | DMBP.TXT | EARCH Model of Deutschemark-British Pound Exchange Rate |
| Lesson 15.7: | DMBP.TXT | GARCH Model of Deutschemark-British Pound Exchange Rate (II) |
| Chapter XVI | Panel Data | |
| Lesson 16.1: | AIRLINE.TXT | One-Way Panel Data Analysis: Dummy Variables Approach |
| Lesson 16.2: | AIRLINE.TXT | One-Way Panel Data Analysis: Deviation Approach |
| Lesson 16.3: | AIRLINE.TXT | Two-Way Panel Data Analysis |
| Lesson 16.4: | IFCGM.TXT IFCCH.TXT IFCGE.TXT IFCWE.TXT IFCUS.TXT | Panel Data Analysis for Investment Demand: Deviation Approach |
| Lesson 16.5: | IFCGM.TXT IFCCH.TXT IFCGE.TXT IFCWE.TXT IFCUS.TXT | Panel Data Analysis for Investment Demand: SUR method |
| Chapter XVII | Least Squares Prediction | |
| Lesson 17.1: | GDP96.TXT | Ex-Post Forecasts and Forecast Error Statistics |
| Lesson 17.2: | GDP96.TXT | Ex-Ante Forecasts |
| Appendix A | GPE Control Variables | |
| Appendix B | GPE Application Modules | |
| ARMA.GPE | Nonlinear ARMA Model Estimation | |
| DIAGNOSE.GPE | Residuals Diagnostic Checking | |
| GARCH.GPE | Nonlinear GARCH Model Estimation | |
| GMM.GPE | Nonlinear GMM Estimation | |
| JOHANSEN.GPE | Johansen Cointegration Tests | |
| PANEL1.GPE | One-Way Panel Data Analysis | |
| PANEL2.GPE | Two-Way Panel Data Analysis | |
| STABILITY.GPE | Tests for Model Stability | |
| Appendix C | Statistical Tables | |
| References | ||