The CD contains data in ASCII, EVIEWS, and EXCEL formats, in "zipped" (that is, compressed) files. These can be unzipped using either WinZip or PKUnzip. Also available on the CD and the internet is the free open source econometrics program GRETL developed by Professor Allin Cottrell. Details about this as well as other well-known econometrics software programs are provided next.
B34S
EVIEWS
EXCEL
PcGive
SHAZAM
Other Econometrics Programs
GRETL
To reproduce all the examples in the book, there are 73 command files
labeled "scripts" (denoted by the label PSX-Y.INP, where X is the
chapter number) that can be readily run from GRETLCLI and GRETL.
Appendix Table D.1 has the information on these ready-made files and the
corresponding data files.
The B34S Data Analysis System is a full featured econometrics package
developed by
Houston H.Stokes at the University of Illinois, Chicago,
with the help of others. The program is documented in
Specifying and Diagnostically Testing Econometric Models
, ed. 2, Quorum 1997, by Houston H. Stokes. Professor
Stokes has implemented all the
data sets in the present book in a file that can be read by his
econometrics program
B34S.
There is a free
student version of B34S that can be downloaded from the web. B34S is
documented in his book (see his web page). On the B34S page there are
quick start help documents. There is an executable file that will
install the program and our dataset ram.mac on your machine. Once B34S
is up, under FILE, select "run Macro". Then Select
c:\b34slm\ram.mac
and you will have a menu of the data set.
EVIEWS is a
well-rounded econometrics package, developed by Quantitative Micro
Software, that provides state of the art time-series
modeling techniques and a variety of single and simultaneous equation
regression models including limited dependent variable models and a
number of other new estimators. A student version of Eviews is
available at an affordable price. All the data sets in
the book are available in the Eviews format. If you have the CD
that came with the book, unzip
the file eviews.zip using
WinZip or
PKUnzip
to get all the data files in the form
DATAX-Y.WK1. You should then
move them to the appropriate directory for loading with
Eviews. If you don't have the CD, you can
download eviews.zip from the internet.
Users who prefer the Micro Soft Windows Excel program should use the
data files set up as .XLS files. If you have the CD that came with the
book, unzip the file
excel.zip using
WinZip or
PKUnzip
to get all the data files in the form
DATAX-Y.XLS. You should then
move them to the appropriate directory for loading with
Excel. If you don't have the CD, you can
download excel.zip from the internet.
PcGive
is a statistical package, written by Jurge Doornik and David
Hendry of Nuffield College, University of Oxford, U.K, that is
particularly well suited for time-series modeling involving the general
to specific model building approach described in Chapter 6.
Download the data
sets and command files to reproduce the examples in this book using
PcGive. For details about free as well as professional versions of
PcGive visit its Web site.
SHAZAM
is an internationally popular program, authored by David
Bates, Diana Whistler, Kenneth White, and Donna Wong of the University
of British of Columbia, Vancouver, Canada. It contains the techniques
for estimating most econometric models. The program
is available on a CD that contains the data sets and commands for
a number of econometrics texts including this one. From the link
Ramu4,
you can obtain sample documentation, data, and run SHAZAM programs
remotely. The link
Ramu5 has
additional data included in the fifth edition.
There are numerous regression packages not directly linked to this book
for which the data files set up in ASCII (that is, text) format would
be appropriate. If you plan to use the book's data sets with one of
these
other programs,
and have the CD that came with the
book, unzip the file
ascii.zip using
WinZip or
PKUnzip
to get all the data files that contain just the
numerical values of the data as the ASCII text file
DATAX-Y,
without a suffix. There is a corresponding header file
DATAX-Y.HDR
that contains the variable names, data sources, and units of
measurement (also described in Appendix D). Move these files to the
appropriate directory for loading with your regression program.
If you don't have the CD, you can
download ascii.zip from the internet and then unzip it.
The GRETL program (Gnu Regression, Econometrics, and Time-series
Library) is included in the CD accompanying the book. It is the
successor to ESLWIN which was distributed with the previous edition of
this book. The program is also available in other platforms such as
Unix and Linux. GRETL is built around a freely shared library that may
be accessed using a command-line interface program (GRETLCLI) or a
graphical user interface (GRETL). If you have the CD, simply run the
self-extracting executable program
setup.exe.
If you don't have the CD, download
gretl_install.exe
and run it. You will be prompted for a location to install the package
(the default is c:\userdata\gretl,
but you can change it to suit your situation). The complete manual is
also available on the CD as the PDF file
manual.pdf.
It is readable by
Adobe Acrobat Reader, which is available free.
If you plan to use GRETL, be sure to print out the complete manual and
keep it handy. Since the GRETL program is updated often, it is wise to
check periodically for updates. You could get on the GRETL
mailing list and be notified of changes.