|
|
 |
|
Viewing report
|
|
|
|
Applied Econometrics Using the SAS System
John Wiley and Sons Ltd, July 2009, Pages: 311
The first cutting-edge guide to using the SAS® system for the analysis of econometric data
Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system.
In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as:
- Regression analysis using Proc IML and Proc Reg
- Hypothesis testing
- Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests
- Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models
- Panel data analysis
- Discrete choice models, along with coverage of binary choice models and Poisson regression
- Duration analysis models
Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.
Product samples
A sample for this product is available. Please Login/Register to download this sample.
Customers who bought this item also bought
Developing Econometrics: Statistical Theories and Methods with Applications to Economics and Business
A Guide to Modern Econometrics, 4th Edition
Applied Econometric Times Series, 3rd Edition
Data Driven Business Decisions
Principles of Econometrics, 3rd Edition
Introduction to Econometrics, 4th Edition
Quantitative Methods: An Introduction for Business Management
Statistics, 9th Edition
Methods and Applications of Statistics in Business, Finance, and Management Science
Cross Section and Experimental Data Analysis Using EViews
|
|
|
|
