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TSP Supplement to Pindyck & Rubinfeld

Bronwyn H. Hall and Sergio Schmukler's Computer Handbook on Using TSP (ISBN number 0-07-025940-9), to accompany Pindyck and Rubinfeld's Econometric Models and Economic Forecasts (ISBN number 0-07-025940-2).

This 1998 handbook is a good introduction to the use of TSP that uses the examples in the popular Pindyck and Rubinfeld text to introduce all the basic features of the program and some of the advanced features, with an emphasis on time series procedures.

The TSP Handbook is 6" x 9", 279 pages. Key output (text and graphics) from the sample programs is included in the text.

Here are some sample pages for Pindyck and Rubinfeld's Example 4.1:

48 TSP commands to handle quarterly and monthly data

53 Start of output

54 OLS regression output

Order Pindyck & Rubinfeld's Econometric Models and Economic Forecasts from

Order the TSP supplement to Pindyck & Rubinfeld from

The examples and data that go with the supplement can be found in the TSP examples library.

Note: the first printing of the TSP supplement to Pindyck & Rubinfeld contained errors on four pages. We have corrected versions of these pages available.

If you have any questions or comments about TSP please send an email to info@tspintl.com.

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