TSP code
TSP code is available for use in working exercises in a few books,
for reproducing classic econometric results, and for programming some
relatively advanced econometric estimators.
- Berndt The Practice of
Econometrics (all datasets and all exercises)
- Greene Econometric Analysis, 4th
ed. (all 17 datasets)
- Wooldridge Introductory Econometrics
(zipped raw data files)
- benchmarks reproducing classic econometric
results (OLS, NLS, 2SLS, 3SLS, FIML, AR(1), ARIMA, GARCH, Count
data, etc.)
- manual example code used in the
TSP 4.4 User's Guide
- advanced examples latest example code from
answers to TSP technical support (GMM, panel, QDV, VAR, etc.)
If you have any questions or comments about TSP please send an
email to info@tspintl.com. Comments or questions about this website
should be sent to the webmaster.
