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.