Draft of August 1997 | Sergio L. Schmukler and Bronwyn H. Hall
The TSP Handbook, authored by Sergio L. Schmukler and Bronwyn H. Hall, is a guide to using TSP, an econometric software package, in conjunction with the textbook "Econometric Models and Economic Forecasts" by Robert S. Pindyck and Daniel L. Rubinfeld. The handbook is designed to be self-sufficient, providing an introduction to TSP commands and examples from the textbook. It covers basic and advanced TSP commands, including frequency setting, sample specification, data reading, variable display, univariate statistics, regression estimation, and graphing. The handbook also includes detailed instructions on how to run TSP in interactive and batch modes, and provides sample programs for various econometric concepts, such as simulating probability distributions, computing probabilities using the Cumulative Distribution Function (CDF), and constructing confidence intervals. The examples are accompanied by output files to illustrate the results of the TSP commands.The TSP Handbook, authored by Sergio L. Schmukler and Bronwyn H. Hall, is a guide to using TSP, an econometric software package, in conjunction with the textbook "Econometric Models and Economic Forecasts" by Robert S. Pindyck and Daniel L. Rubinfeld. The handbook is designed to be self-sufficient, providing an introduction to TSP commands and examples from the textbook. It covers basic and advanced TSP commands, including frequency setting, sample specification, data reading, variable display, univariate statistics, regression estimation, and graphing. The handbook also includes detailed instructions on how to run TSP in interactive and batch modes, and provides sample programs for various econometric concepts, such as simulating probability distributions, computing probabilities using the Cumulative Distribution Function (CDF), and constructing confidence intervals. The examples are accompanied by output files to illustrate the results of the TSP commands.