ECONOMICS 4551

SHAZAM Guide

• Testing for Autocorrelation
• Estimation of models with Autoregressive errors

SHAZAM programs for Textbook Examples

Examples 9.1 and 9.2

Example 9.3

Example 9.4

Example 9.5

Example 9.6

Example 9.7

Example 9.8

Example 9.10

Section 9.9 Application: Demand for Electricity

Sample Estimation Programs

Testing for Autocorrelation

Efficient (FGLS) Estimation with AR(1) errors

Homework Assignments (best viewed with  )

• Practice Problems 9.1, 9.2.
• Textbook Exercises 9.1-9.11. 
• Hand-in Assignment #2: Any one of Exercises 9.17, 9.18, 9.23.
• Sample output for Exercise 9.17 
• Sample output for Exercise 9.18
  
• Sample output for Exercise 9.23
  

Updated February 6, 2009.
noelroy AT mun.ca