This page contains access to computer code that is referenced in my main blog.
Note: All EViews Program files and R files can be read with any text editor.
Note: All EViews Program files and R files can be read with any text editor.
- 3 March 2011: The Origin of Our Species - EViews workfile for analyzing the AEA data; EViews workfile for analyzing the ES data.
- 7 March 2011: Less is More (Sometimes) - EViews workfile.
- 9 March 2011: The Second-Longest Word in the Econometrics Dictionary - EViews workfile.
- 15 March 2011: Counting Flowers on the Wall - EViews Workfile.
- 21 March 2011: From C to Shining C - EViews Workfile.
- 4 April 2011: Curious Regressions - Anscombe's Data (EViews workfile); Curious Data (EViews workfile)
- 8 April 2011: May I Show You My Collection of Random Numbers? - EViews workfile; EViews program.
- 15 April 2011: Price Indices From Regressions - EViews workfile
- 18 April 2011: Laughing Our Way Out of a Recession - EViews workfile.
- 26 April 2011: Drawing Inference From Very Large Data-Sets - EViews workfile
- 26 April 2011: Response to comment by "Anonymous" - EViews workfile; EViews program file
- 29 April 2011: Testing for Granger Causality - Coffee: EViews workfile; Natural Gas: EViews workfile
- 9 May 2011: A Trick of the Trade - EViews workfile
- 13 May 2011: Gripe of the Day - EViews files:
Logit_hetero.wf1; Logit_hetero.prg; Probit_hetero.wf1 ; Probit_hetero.prg (Program codes revised, 7 October 2011) - 30 May 2011: Cointegrated at the Hips - EViews workfile; p-values & critical values EViews workfile; p-values and critical values EViews program file; p-values & critical values R program file
- 31 May 2011: It's a Wonderful Life - EViews workfile
- 3 June 2011: Eliminating Inflation Through Creative Econometrics - EViews workfile
- 6 June 2011: An Even Better Life? - EViews workfile
- 13 June 2011:Testing for OPEC Causality - EViews workfile
- 16 June 2011: Obesity, Driving, and Unbalanced Regressions - EViews workfile
- 20 June 2011: On the Correlation Between Crime and Punishment - EViews workfile
- 28 June 2011: p-Values for Cointegration Tests With Breaks in the Data - EViews workfile; EViews program file; R program file
- 20 July 2011: So Much For My Bucket List - EViews workfile; SAS Export file; STATA .dta file
- 1 September 2011: Still Searching for the Number of Weeks in a Year - EViews workfile
- 14 September 2011: P-Values of Differences of P-Values of Differences ..... - EViews workfile; SAS Export file; STATA .dta file
- 4 November 2011: Cointegration, Structural Breaks and gretl - gretl script file
- 8 and 11 December 2011: Confidence Bands for the Hodrick Prescott Filter - corrected EViews workfile; corrected EViews program file; gretl script file; gretl data file
- 21 January 2012: The Dynamic Stability of AR Models - Tricking EViews - EViews workfile.
- 27 January 2012: Asking for What You Don't Really Want - EViews workfile.
- 7 February 2012: On the Asymptotic Properties of Sample Means - EViews workfile; EViews program
- 12 February 2012: More on Shortest Confidence Intervals - R code
- 22 February 2012: A Trick With Regression Residuals - EViews workfile
- 7 March 2012: Forecasting Flowers - EViews Workfile
- 9 April 2012: A Fistful of Pennies - EViews Workfile
- 27 April 2012: A Bayesian Consumption Function - R code
- 19 May 2012: Estimating & Simulating an SEM - EViews Workfile
- 1 June 2012: Another Gripe About the Linear Probability Model - EViews workfile; EViews program; EViews text file
- 3 June 2012: Monte Carlo Experiments With gretl - gretl script file
- 5 June 2012: Integrated & Cointegrated Data - EViews workfile
- 6 July 2012: The Milliken-Graybill Theorem - EViews workfile
- 30 August 2012: The Cauchy Estimator & Unit Root Tests - EViews workfile; EViews program; EViews text file
- 16 September 2012: Confidence Regions for Regression Coefficients - EViews workfile; R code
- 30 October 2012: Some Properties of Non-linear Least Squares - EViews workfile; EViews program; EViews text file
- 26 February 2013: Counting the Flowers - Again! - EViews workfile
- 26 February 2013: Non-Linear Functions of Non-Stationary Data Can be Stationary - EViews workfile
- 22 April 2013: A First Encounter With Monte Carlo Simulation - EViews program
- 1 May 2013: Estimating an Euler Equation Using GMM - EViews workfile
- 12 May 2013: Flowers for Mom - From Quandl - EViews workfile
- 31 May, 2013: Snowfall - R code for Test 1; R code for Test 2
- 4 June, 2013: Simulating Critical Values for Some Test Statistics - EViews workfile, Example 1; EViews program file, Example 1; EViews workfile, Example 2; EViews program file, Example 2
- 13 June, 2013: When is an Autoregressive Model Dynamically Stable? - EViews workfile (examples); EViews workfile (imports model)
- 19 June, 2013: ARDL Models - Part II - Bounds Tests - EViews workfile
- 4 July 2013: Allocation Models - EViews workfile
- 5 July, 2013: Allocation Models With Bounded Dependent Variables - EViews workfile; R code
- 10 August 2013: Large and Small Regression Coefficients - EViews workfile
- 22 August, 2013: Forecasting From Log-Linear Regressions - EViews workfile; R code
- 22 October, 2013: Solution to the Segmented Regression Problem - EViews workfile
- 21 November, 2013: Forecasting From a Regression Model - Eviews Workfile
- 19 December, 2013: Maximum Likelihood Estimation in EViews - EViews Workfile
- 12 February, 2014: Bayesian Model Selection - A Worked Example - EViews Workfile; Eviews Program
- 15 February, 2014: Some Things You Should Know About the Jarque-Bera Test -EViews Workfile; Eviews Program
- 18 March, 2014: MCMC for Econometrics Students - II - R code
- 19 March, 2014: MCMC for Econometrics Students - III - R code
- 26 March, 2014: MCMC for Econometrics Students - IV - R code
- 26 May, 2014: Unit Root Testing: Sample Size vs. Sample Span - EViews Workfile
- 19 September, 2014: Least Squares, Perfect Multicollinearity, & Estimable Functions - EViews Workfile
- 11 October, 2014: Illustrating Asymptotic Behaviour - Part I - EViews Program
- 12 October, 2014: Illustrating Asymptotic Behaviour - Part II - EViews Program
- 13 October, 2014: Illustrating Asymptotic Behaviour - Part III - EViews Program
- 28 October, 2014: Would You Like Some Hot Potatoes? - quiz1.html; quiz2.html; quiz3.html; quiz4.html; quiz5.html; quiz6.html; quiz7.html; quiz8.html; regression1_1.pdf; regression1_2.pdf; regression2_1.pdf; regression2_2.pdf; regression3_1.pdf; regression4_1.pdf; regression4_2.pdf; regression5_1.pdf; regression5_2.pdf; regression6_1.pdf; regression6_2.df; regression7_1.pdf; regression7_2.pdf
- 3 November, 2014: Central and Non-Central Distributions - R Code
- 5 November, 2014: Computing Power Functions - R Code; FPower.for; FPower.exe
- 11 November, 2014: Normality Testing & Non-Stationary Data - EViews Workfile; EViews Program
- 4 December, 2014: More on Prediction From Logarithmic Regressions - Money.wf1; Subs.wf1; Womens_Wages.wf1; Birthweight.wf1
- 27 December, 2014: The Demise of a "Great Ratio" - sheep.wf1
- 9 January, 2015: ARDL Modelling in EViews 9 - EViews Workfile
- 5 March, 2015: Granger Causality & Seasonal Adjustment - EViews Workfile
- 14 April, 2015: Regression Coefficients & Units of Measurement - EViews Workfile
- 22 May, 2015: Maximum Likelihood Estimation & Inequality Constraints - EViews Workfile
- 9 June, 2015: Worrying About My Cholesterol Level - EViews Workfile; R Code
- 2 October, 2015: Illustrating Spurious Regressions - EViews Workfile; EViews Program
- 13 October, 2015: Angus Deaton, Consumer Demand, & the Nobel Prize - R Code
- 12 November, 2016: Monte Carlo Basics, II: Estimator Properties - EViews Workfile; EViews Program
- 5 December, 2016: Monte Carlo Basics, III: Regression Model Estimators - EViews Workfile; EViews Program_OLS; EViews Program_Dynamic; EViews Program_NLLS
- 28 September, 2017: How Good is That Random Number Generator? - R Code
- 20 September, 2018: Controlling My Heating Bill Using Bayesian Model Averaging - EViews Workfile
- 6 March, 2019: Forecasting From a Regression with a Square Root Dependent Variable - R Code
- 3 April, 2019: What is a Permutation Test? - R Code; Eviews Workfile; EViews Program
- 8 April, 2019: A Permutation Test Regression Example - R Code
- 21 April, 2019: Recursions for the Moments of Some Discrete Distributions - R Code
- 29 April, 2019: Recursions for the Moments of Some Continuous Distributions - R Code