/*
** Lesson 10.1: Autocorrelation Heteroscedasticity
** Consistent Variance-Covariance Matrix
*/
use gpe2;
output file = gpe\output10.1 reset;
load data[40,6]= gpe\cjx.txt;

year = data[2:40,1];
X = ln(data[2:40,2]);
L = ln(data[2:40,3]);
K = ln(data[2:40,5]);

/* Ordinary Least Squares */
call reset;
_names = {"X","L","K"};
_vcov = 1;
call estimate(X,L~K);

/* Ordinary Least Squares */
_hacv = {0,4}; @ with auto. consistent var-cov @
call estimate(X,L~K);

/* Ordinary Least Squares */
_hacv = {1,4}; @ with hetero. auto. consistent var-cov @
call estimate(X,L~K);
end;