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Graphical representation of the Gauss-Markov Theorem

NEW ALGORITHMS
Download new econometric and statistical algorithms, test datasets, and documentation.

Latest contributions are by Marcelo Moreira and Brian Poi, with a method for implementing conditional tests with correct size in the simultaneous equations model (Stata); Kenneth Train, with programs, datasets, and sample output on discrete choice with simulation and also mixed logits with bounded distributions using hierarchichal Bayes methods (Gauss); and by Peter Adams, Michael Hurd, Daniel McFadden, Angela Merrill, and Tiago Ribeiro, with datasets, data generation code, and analysis files for replicating "Healthy, Wealthy, and Wise? Tests for Direct Causal Paths between Health and Socioeconomic Status" (SAS, TSP, SST, and Matlab were used).

Care to contribute your programs? We encourage your contributions!

TSP MANUALS
The TSP 4.4 User's Guide and TSP 4.5 Reference Manual are online for viewing, printing, and downloading. We offer both postscript and pdf versions.

 
 
Learn about ELSA's Logo:
The Geometry of the Gauss-Markov Theorem

NEW ONLINE COURSE
Discrete Choice Methods with Simulation, including videotaped lectures, problems sets with data files and programs, and reading list.

TUTORIALS
Find LaTeX, Perl, SAS, TCP/IP, Unix, and other software information on the Lab's tutorials page.

DATA
Check our unique data sets (downloadable) and other pointers to popular economic databases.

TEXTBOOK ARCHIVE
Full text versions of econometrics books are available. A small collection, but growing. Our newest addition is Kenneth Train's Discrete Choice Methods with Simulation, Cambridge University Press, 2002.

OUR FAMILY
Economics Department || Econometrics Laboratory || Institute of Business and Economic Research || Center for Regulatory Policy || Center for Labor Economics || California Census Data Research Center || Burch Tax Policy and Public Finance Center || University of California, Berkeley