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.