Disclaimer:
It
is a tradition for faculty and teaching assistants of Econ 508 to write
statistical routines with the single purpose of stimulating students to
create their own computational programs. Every year these routines are
updated, and consequently they are subject to changes without prior notice.
These routines are designed for educational purposes only, and the providers
do not assume any responsibility for the outcomes of applying them outside
the course.
|
R
Language
|
| Routine |
Description |
System |
| rqss.R |
Quantile Smoothing Splines |
R |
| Tobit.R |
Censored Regression Model |
R |
| Eg3.R |
Dantzig selector (Candes and Tao, 2005) |
R |
| adf.R |
Dickey-Fuller
test |
R |
| granger.R |
Granger
causality test |
R |
| GNsimulation.R |
Routine for implementing
Granger-Newbold spurious regression example |
R |
| johansen.R |
Routine
for implementing Johansen's cointegration test |
R |
| lec8fig1.R |
Code
for the Figure 1, Lecture 8 (unit root forecast) |
R |
| panel.R |
A
collection of functions for panel estimation |
R |
| tsls.R |
Two-stages
least squares |
R |
|
Other
Languages
|
| Routine |
Description |
System |
| AICSIC.do |
Baseline do-file
to help on calculating Akaike and Schwarz Inf. Criteria |
STATA |
| gn.do |
Routine for implementing
Granger-Newbold spurious regression example |
STATA |
| ht.do |
Example batch
file that estimates a productivity equation (run PQ.do first). |
STATA |
| pq.do |
Routine for
computing means and deviations from means |
STATA |
|
|
|
|
|
|
|
