Latest TSP Examples

Last updated: Feb-21-11

first draft of new index format 10/2006 (not quite complete, and some things need to be checked/added) new upcoming index format 8/2006

Examples Sorted by Date

By Date

Examples Sorted by Group

The examples below are the latest bits of code that have arisen from technical support questions, plus a few which were volunteered by TSP users. A few of them are relatively rough and may not be fully commented. Others are extensively commented, and some are in PROC form, quite ready for general use.

Some of the examples are cross-referenced in a second category. The first category will then be given in parentheses. For example, panunit is listed first under U (Unit root), and second under Panel.

Example Categories

G - Panel - GMM models

E - Panel - Error Components models

P - Panel - other than GMM and Error Components

L - Logit models

F - Probit models

J - Tobit models

S - Switching regression models

Q - QDV - Qualitative Dependent Variables (other than above)

H - GARCH models

K - Kalman filter

U - Unit root and cointegration

V - VAR - Vector AutoRegression

D - Distributed Lags (including PDL)

T - Time series (miscellaneous)

M - ML and ML PROC, and general nonlinear estimation

A - Autoregressive residuals with LSQ (nonlinear/multiequation)

R - Robust (resistant to outliers or heteroskedasticity) and non-parametric

B - Benchmarks - reproducing results

I - Miscellaneous

tspex.zip Download all examples in unix .zip format. (On PC or Mac, use unzip -a to add proper end-of-line characters.)

In case you are downloading to a PC, and your unzip program does not support the -a option (such as PKUNZIP), here is a freeware unzip which supports -a:
unzip.zip (includes both UNZIP.DOC and UNZIP.EXE)
UNZIP.DOC UNZIP.EXE


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