Econometric Benchmarks

(Last updated: 4/29/2012)

Here are some standard benchmark datasets and models for testing the accuracy of TSP or other econometrics packages. Most of the models are just classic published results; others are designed to be numerically difficult (designated as [difficult] here).

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Basic Statistics, Linear and Nonlinear Regression

Simultaneous Equations

Time Series

Qualitative Dependent Variables

Panel Data Models - Static

Panel Data Models - Dynamic

Random Number Generation

If you have comments on these benchmarks, please send email to Clint Cummins: clint@leland.stanford.edu.