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SHAZAM Examples

from SHAZAM Econometrics, Statistics and Analytics Software
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ANOVA: A Two-Way ANOVA Table Example Downloads
Shazam
ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method Downloads
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ARIMA: Estimation Of Models For The Wholesale Price Index Downloads
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ARSEAS: Seasonal ARIMA Models Downloads
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BOOT: Obtaining OLS Standard Errors By Bootstrapping Downloads
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BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example Downloads
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BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example Downloads
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BSVOL: Black-Scholes Option Pricing and Implied Volatility Example Downloads
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BVPROB: Bivariate Probit Models Example Downloads
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CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation Downloads
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CONFID: Interval Estimation for a Population Mean Example Downloads
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COR: Computing P-Values For Sample Correlation Coefficients Downloads
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DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command Downloads
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DISTCHI: Calculating Probabilities for Chi-Square Example Downloads
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DISTF: Program For Non-Central F(1,4,5) Distribution Downloads
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DLAG: Distributed Lag Models Downloads
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EUROCALL: Pricing European Call Options Example Downloads
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EXPSMTH: Moving Averages and Exponential Smoothing Example Downloads
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FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML) Downloads
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FLS: Flexible Least Squares Example Downloads
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FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example Downloads
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GCAUSE: Granger Causality Example Downloads
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GLSAR1: Generalized Least Squares Estimation for the Model with AR(1) Errors Example Downloads
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GME: Generalized Entropy Methods Example Downloads
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GRAPH: Graph Of Monthly Time Series with Dates on X-axis Downloads
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HAUSMAN: Hausman Specification Test Of Error In Variables Downloads
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HETCOV Downloads
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HETREG: Multiplicative Heteroskedasticity Example Downloads
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HOMEOWN: Weighted Least Squares - Analysis of Proportions Data Downloads
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HYPTEST: Linear and Non-Linear Hypothesis Tests Example Downloads
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INDEX: Price Indexes Example Downloads
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JOHANSEN: Johansen Trace Test Procedure for Cointegration Example Downloads
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LIML: LIML Estimation for the Consumption Equation of Klein's Model I Downloads
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LOGIT: Logit Model Estimation Downloads
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LP: Linear Programming Example Downloads
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MATRIX: Matrix Operations Example Downloads
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MAXFUNC: Maximizing a Function of a Single Variable Example Downloads
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MCARLO: Monte Carlo Example Downloads
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MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example Downloads
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MNLOGIT: Multinomial Logit Estimation Example Downloads
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MULTI: Generating Multivariate Random Numbers Example Downloads
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NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors Downloads
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NLSROC: Nonlinear Least Squares By The Rank One Correction Method Downloads
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NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example Downloads
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NONNEST: Non-Nested Model Testing Example Downloads
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NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., "Flexible Regression", Journal Of Marketing Research, Vol. 25, 1988, pp. 10-24 Downloads
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OLS: Replication of the SHAZAM OLS Command Downloads
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PACF: Partial Autocorrelation Function Example Downloads
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PCOMP: Principal Components Regression Example Downloads
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POISSON: A Poisson Model For Count Data Downloads
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Page updated 2014-10-04
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