Pool

and cross-section specific series 829 AR specification 847

balanced data 835, 840 balanced sample 846 coefficient test 859 common coefficients 847 cross section identifiers 828

cross-section specific coefficients 847 defining groups of identifiers 828 dummy variable 838

editing definitions 828 export data 844

fixed effects 863 generate series 838

identifier comparison with “?” wildcard 948 import data 832

import stacked data 835 instrumental variables 851, 867 make group 842

make system 843 naming series 829 order 834

period-specific coefficients 847 pool series 830

random effects 863 residuals 859

special group identity series 830 stacked data 833

unstacked data 832 workfile 825

Pool (object)

? placeholder 830 base name 829

convergence criterion 850 copy 828

Pooled data 825 convert to panel 251

PostScript

save graph as PostScript file 429 Prais-Winsten 500

Precedence of evaluation 130 Predetermined variable 473 Prediction table

binary models 629 ordered models 642 Prewhitening 705, 720

Principal components 385

Print

setup options 943 Probability response curve 635 Probit models 623

Procedure 75 Program

backup files 939 execution option 939

p-value 569

for coefficient t-statistic 450

Q

QML 660

QQ-plot (quantile-quantile) 323, 393 multiple 378

Q-statistic Ljung-Box 328

residual serial correlation test 726 serial correlation test 495

Quadratic hill-climbing 957 Quadratic spectral kernel 718 Qualitative dependent variable 621 Quantile 392

Quasi-generalized pseudo-maximum likelihood

665

Quasi-likelihood ratio test 662, 666 Quasi-maximum likelihood 660

robust standard errors 667 Queries on database 277

advanced query 280 DRI 304

easy query 278 examples 284

logical expressions 279 wildcard characters 278

Quiet mode 939

R

Ramsey RESET test 586 Random effects 863 Random effects test 928 Random walk 517 Randomize ties 632

Rank condition for identification 475 Ratio to moving-average 350