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 
DickeyFuller
test 
R 
granger.R 
Granger
causality test 
R 
GNsimulation.R 
Routine for implementing
GrangerNewbold 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 
Twostages
least squares 
R 
Other
Languages

Routine 
Description 
System 
AICSIC.do 
Baseline dofile
to help on calculating Akaike and Schwarz Inf. Criteria 
STATA 
gn.do 
Routine for implementing
GrangerNewbold 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 






