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
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
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.

EXCEL
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
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
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.

Other Econometrics Programs
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.

GRETL
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.

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.