August 1997 | Sergio L. Schmukler and Bronwyn H. Hall
TSP Handbook by Sergio L. Schmukler and Bronwyn H. Hall accompanies Econometric Models and Economic Forecasts by Pindyck and Rubinfeld. It provides a self-contained introduction to using TSP, an econometric software package. The handbook corresponds to each chapter of P&R, introducing statistical concepts and TSP commands, solving examples from P&R, and summarizing key TSP concepts. It starts with basic TSP commands and progresses to more complex ones. The handbook includes batch and interactive examples, with batch mode being more common in later chapters. It covers topics such as regression models, serial correlation, instrumental variables, forecasting, time series models, and simulation. The handbook explains how to run TSP on different operating systems, including DOS/Windows, Macintosh, and Unix. It also provides examples of generating pseudo-random variables, computing probabilities with the cumulative distribution function, and estimating regression models. The handbook includes sample programs and detailed explanations of TSP commands, with a focus on econometric applications. It emphasizes the use of TSP for econometric analysis, including regression, hypothesis testing, and forecasting. The handbook is designed to be a comprehensive resource for students and researchers using TSP for econometric modeling.TSP Handbook by Sergio L. Schmukler and Bronwyn H. Hall accompanies Econometric Models and Economic Forecasts by Pindyck and Rubinfeld. It provides a self-contained introduction to using TSP, an econometric software package. The handbook corresponds to each chapter of P&R, introducing statistical concepts and TSP commands, solving examples from P&R, and summarizing key TSP concepts. It starts with basic TSP commands and progresses to more complex ones. The handbook includes batch and interactive examples, with batch mode being more common in later chapters. It covers topics such as regression models, serial correlation, instrumental variables, forecasting, time series models, and simulation. The handbook explains how to run TSP on different operating systems, including DOS/Windows, Macintosh, and Unix. It also provides examples of generating pseudo-random variables, computing probabilities with the cumulative distribution function, and estimating regression models. The handbook includes sample programs and detailed explanations of TSP commands, with a focus on econometric applications. It emphasizes the use of TSP for econometric analysis, including regression, hypothesis testing, and forecasting. The handbook is designed to be a comprehensive resource for students and researchers using TSP for econometric modeling.