Econometric Analysis, William H. GreeneΒΆ

Econometric Analysis by William Greene is one of the most prominent textbooks for graduate level econometrics.

In this collection, we implement the applications and examples in the textbook with data provided by the author. These examples will provide a hands-on approach to learning fundamental econometric techniques and models in GAUSS.


We follow the textbook as closely as possible with the aim of demonstrating the concepts in the text. As such, these examples do not always represent the most efficient GAUSS programming.

Greene, W.H. (2018). Econometric Analysis, 8th Edition. Pearson Education, 2018.