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  1. 2012.10.30 계량경제학 자료 페이지

Principles of Econometrics, Third Edition

by R. Carter Hill, William E. Griffiths and Guay C. Lim

Principles of Econometrics, 3rd Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in economics, finance, accounting, agricultural economics, marketing, public policy, sociology, law and political science. It is assumed that students have taken courses in the principles of economics, and elementary statistics. Neither matrix algebra nor calculus is used, except for occasional references to the tools of calculus.

Brief Table of Contents Complete Table of Contents

John Wiley & Sons web site for book: This website has resources for both students and instructors, including data files and other supplements.

Instructor Resources from John Wiley & Sons Data files, PowerPoint Slides, Instructor's Manual

Student Resources from John Wiley & Sons Data files and Using Excel for Principles of Econometrics

Data files: POE includes 148 data files in various formats. Using the links below you can download all files in a *.ZIP format, or download individual files. The data definition files should be downloaded by all users.

Data definition files (*.def) are text files containing variable names, definitions and summary statistics.

ASCII files (*.dat) are text files containing only data. Variable names are in *.def files.

EViews workfiles (*.wf1) are compatible with EViews Student Version 6. Practical tips for large files.

Stata data sets (*.dta) are readable using Stata Version 9 or 10.

Excel spreadheets (*.xls) were created using Excel 2003.

GRETL data sets (*.gdt) and more can be freely obtained from Lee Adkins' GRETL web page.

Computing Help:

Using EViews for Principles of Econometrics 3e, (ISBN 978-0-471-78711-2) by William E. Griffiths, R. Carter Hill, and Guay C. Lim

This supplementary book presents the EViews 6 (www.eviews.com) software commands required for the examples in Principles of Econometrics in a clear and concise way. It includes the EViews 6 Student Version. It contains many illustrations that are student friendly. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use EViews.

Using Stata for Principles of Econometrics 3e, (ISBN 978-0-470-18546-9) by Lee C. Adkins and R. Carter Hill.

This supplementary book presents the Stata 10 (www.stata.com) software commands required for the examples in Principles of Econometrics. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use Stata. Screen shots illustrate the use of Stata’s drop-down menus. Stata commands are explained and the use of ‘‘do-files’’ illustrated. See http://stata.com/texts/s4poe for data files and more.

Using GRETL for Principles of Econometrics, 3rd Edition by Lee C. Adkins.

This free supplement, readable using Adobe Acrobat, explains how to use the freely available statistical software GRETL (download from http://gretl.sourceforge.net ). Professor Adkins explains in detail, and using screen shots, how to use GRETL to replicate the examples in Principles of Econometrics.

Using Excel for Principles of Econometrics, 3rd Edition by Asli Ogunc and R. Carter Hill.

This free supplement is readable using Adobe Acrobat. It explains how to use Excel (2003) to replicate many of the examples in Principles of Econometrics. It includes many screen shots and provides step-by-step instructions for using Excel.

SHAZAM Instructions for Examples in Principles of Econometrics

SHAZAM is a computer package for econometric and statistical computing. An early sighting of SHAZAM is the 1978 article by Ken White in the journal Econometrica (pages 239-240). In following years, SHAZAM has been continuously revised and improved to offer a comprehensive set of econometric methods for model estimation and testing. The current version of SHAZAM is Version 10.

Errata PowerPoint Slides Information

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