SHAZAM Examples

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Northwest Econometrics, Ltd..
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ANOVA: A Two-Way ANOVA Table Example: Shazam
ARCHPROG: Estimation Of An ARCH(3) Model By Engle (Econometrica, 1982) Iterative Estimation Method: Shazam
ARIMA: Estimation Of Models For The Wholesale Price Index: Shazam
ARSEAS: Seasonal ARIMA Models: Shazam
BOOT: Obtaining OLS Standard Errors By Bootstrapping: Shazam
BOXHET: Maximum Likelihood Estimation of Box-Cox Model with Heteroskedastic Example: Shazam
BSPRICE: Black-Scholes Formula for a Call Option, Put Option Price and Implied Volatility Example: Shazam
BSVOL: Black-Scholes Option Pricing and Implied Volatility Example: Shazam
BVPROB: Bivariate Probit Models Example: Shazam
CONFID2: Confidence Ellipse for 2 Regression Coefficients from 2SLS Estimation: Shazam
CONFID: Interval Estimation for a Population Mean Example: Shazam
COR: Computing P-Values For Sample Correlation Coefficients: Shazam
DIAGNOS: Programming Examples In SHAZAM Replication Some Results From The DIAGNOS Command: Shazam
DISTCHI: Calculating Probabilities for Chi-Square Example: Shazam
DISTF: Program For Non-Central F(1,4,5) Distribution: Shazam
DLAG: Distributed Lag Models: Shazam
EUROCALL: Pricing European Call Options Example: Shazam
EXPSMTH: Moving Averages and Exponential Smoothing Example: Shazam
FIML: SHAZAM Program For Full Information Maximum Likelihood (FIML): Shazam
FLS: Flexible Least Squares Example: Shazam
FUZZY: Measuring the Underground Economy using the Methodology of Giles and Draeseke Example: Shazam
GCAUSE: Granger Causality Example: Shazam
GME: Generalized Entropy Methods Example: Shazam
GRAPH: Graph Of Monthly Time Series with Dates on X-axis: Shazam
HAUSMAN: Hausman Specification Test Of Error In Variables: Shazam
HETCOV: Shazam
HETREG: Multiplicative Heteroskedasticity Example: Shazam
HOMEOWN: Weighted Least Squares - Analysis of Proportions Data: Shazam
HYPTEST: Linear and Non-Linear Hypothesis Tests Example: Shazam
INDEX: Price Indexes Example: Shazam
JOHANSEN: Johansen Trace Test Procedure for Cointegration Example: Shazam
LIML: LIML Estimation for the Consumption Equation of Klein's Model I: Shazam
LOGIT: Logit Model Estimation: Shazam
LP: Linear Programming Example: Shazam
MATRIX: Matrix Operations Example: Shazam
MAXFUNC: Maximizing a Function of a Single Variable Example: Shazam
MCARLO: Monte Carlo Example: Shazam
MHET: Estimation of the Multiplicative Heteroskedastic Error Model Example: Shazam
MNLOGIT: Multinomial Logit Estimation Example: Shazam
MULTI: Generating Multivariate Random Numbers Example: Shazam
NLCES: Nonlinear Least Squares And Testing For Autocorrelated Errors: Shazam
NLSROC: Nonlinear Least Squares By The Rank One Correction Method: Shazam
NLSURE: Nonlinear Seemingly Unrelated Regression Equations Example: Shazam
NONNEST: Non-Nested Model Testing Example: Shazam
NONPAR: Example Of Nonparametric Regression Adapted From Rust, R.T., "Flexible Regression", Journal Of Marketing Research, Vol. 25, 1988, pp. 10-24: Shazam
OLS: Replication of the SHAZAM OLS Command: Shazam
PACF: Partial Autocorrelation Function Example: Shazam
PCOMP: Principal Components Regression Example: Shazam
POISSON: A Poisson Model For Count Data: Shazam
POOL: Pooling Time-Series Cross-Section Data Example: Shazam
POOLEC: Pooling with Error Components Example: Shazam
POOLFC: Forecasting with Time-Series Cross-Section Data Example: Shazam
POWER: Computing the Power of a Test Example: Shazam
PROBELAS: Probit - Computing Elasticities For Log Transformed Variables Example: Shazam
PROBIT: Probit Model With Heteroskedasticity Example: Shazam
PVALUE: Calculating P-Values for Test Statistics Example: Shazam
RECUR: Calculations for Recursive Coefficient Estimations and the Hansen Test for Model Stability Example: Shazam
RESET: Calculating RESET Tests Example: Shazam
SEMIPAR: Robinson's Semiparametric Regression Example: Shazam
SMOOTH: Seasonal Adjustment Example: Shazam
SOLVE: Solving Nonlinear Sets of Equations Example: Shazam
SPLICE: Splicing Index Numbers Example: Shazam
STOCK: Chart of Stock Market Prices: Shazam
SUREQ: SURE with Inequality Restrictions Example: Shazam
SYSNL: Example of N2SLS, N3SLS and GMM Estimation Applied to Klein's Model I: Shazam
SYSTEM: Estimation Of Klein's Model I Example: Shazam
TESTSTAT: T-test and F-test Statistic Example: Shazam
TOBIT: Tobit Regression Example: Shazam
TOBITHET: Tobit Model with Heteroskedasticity Example: Shazam
TOBITM: Marginal Effects For Tobit Models Example: Shazam
UNITROOT: Tests for Unit Roots Using the Perron Test Applied to the Nelson-Plosser Data Set Example: Shazam
VIF: Variance Inflation Factors Example: Shazam
Weighted Logit Estimation Example: Shazam
WREPLACE: Sampling Without Replacement: Shazam