Code

This page contains access to computer code that is referenced in my main blog.

• 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)