Hummer : software to accompany Econmetrics, an introduction. Hummer is a command-driven econmetric software package, and the complete Hummer package contains both software and a database. It is a device for learning basic econometric techniques. Among the statistical procedures included in Hummer are computation of simple statistics such as means, variances, covariances, and correlations, scatter plots of data, PROB values from the normal, chi-square, t and F distributions, simple and multiple ordinary least squares regression analysis; and instrumental variables regression (two-stage least squares) with various options for analyzing residuals, forecasting, and correcting for heteroscedasticity and serial correlation.

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  1. Baltagi, Badi H.: Solutions manual for \itEconometrics (1998)