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1、UsinggretlforPrinciplesofEconometrics,3rdEditionVersion1.3131LeeC.AdkinsProfessorofEconomicsOklahomaStateUniversityMay8,20101Visithttp://www.LearnEconometrics.com/gretl.htmlforthelatestversionofthisbook.Also,checktheerrata(page286)forchangessincethelastupdate.L
2、icenseUsinggretlforPrinciplesofEconometrics,3rdedition.Copyrightc2007LeeC.Adkins.Permissionisgrantedtocopy,distributeand/ormodifythisdocumentunderthetermsoftheGNUFreeDocumentationLicense,Version1.1oranylaterversionpublishedbytheFreeSoftwareFoundation(seeAppendi
3、xFfordetails).iPrefaceThismanualisaboutusingthesoftwarepackagecalledgretltodovariouseconometrictasksrequiredinatypicaltwocourseundergraduateormastersleveleconometricssequence.Itiswrittenspeci callytobeusedwithPrinciplesofEconometrics,3rdeditionbyHill,Griths,an
4、dLim,althoughitcouldbeusedwithmanyotherintroductorytexts.Thedataforalloftheexamplesusedhereinareavailableasapackagefrommywebsiteathttp://www.learneconometrics.com/gretl.html.Ifyouareunfamiliarwithgretlandareinterestedinusingitinclass,MixonJr.andSmith(2006)havew
5、rittenabriefreviewofgretlandhowitcanbeusedinanundergraduatecoursethatyoumaypersuadeyoutogiveitatry.ThechaptersarearrangedintheorderthattheyappearinPrinciplesofEconometrics.Eachchaptercontainsabriefdescriptionofthebasicmodelstobeestimatedandthengivesyouthespeci
6、cinstructionsorgretlcodetoreproducealloftheexamplesinthebook.Whereappropriate,I'veaddedabitofpedagogicalmaterialthatcomplementswhatyou'll ndinthetext.I'vetriedtokeepthistoaminimumsincethisisnotsupposedtoserveasasubstituteforyourtextbook.Thebestpartaboutthismanu
7、alisthatit,likegretl,isfree.ItisbeingdistributedinAdobe'spdfformatandIwillmakecorrectionstothetextasI nderrors.ToestimateafewofthemodelsinPOEI'vehadtoresorttoanotherfreesoftwarecalledR.AsgretldevelopsIsuspectthatthissmallrelianceonRwilldiminish.Inanyevent,gretl
8、containsautilitythatmakesusingRquiteeasy.You'll ndanappendixinthisbookthatwillgetyoustarted.Gretlalsogivesusersanabilitytowritehisorherownfunctions,whichgreatlyexpandstheuse
