By Vivek Ajmani
Applied Econometrics utilizing the SAS® System is the 1st booklet of its variety to regard the research of easy econometric information utilizing SAS®, probably the most normal software program instruments between cutting-edge statisticians in company and undefined. This ebook completely examines econometric equipment and discusses how information gathered in monetary experiences can simply be analyzed utilizing the SAS® system.
In addition to addressing the computational features of econometric information research, the writer offers a statistical origin by means of introducing the underlying conception at the back of every one strategy prior to delving into the similar SAS® workouts. The ebook starts with a uncomplicated creation to econometrics and the connection among classical regression research types and econometric versions. next chapters stability crucial strategies with SAS® instruments and canopy key subject matters such as:
Regression research utilizing Proc IML and Proc Reg
Instrumental variables research, with a dialogue of dimension blunders, the assumptions included into the research, and specification tests
Heteroscedasticity, together with GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models
Panel info analysis
Discrete selection types, in addition to assurance of binary selection versions and Poisson regression
Duration research models
Assuming just a operating wisdom of SAS®, this publication is a one-stop reference for utilizing the software program to research econometric facts. extra beneficial properties comprise entire SAS® code, Proc IML workouts plus an academic on Proc IML, and an appendix with extra courses and information units. Applied Econometrics utilizing the SAS® System serves as a suitable and important reference for practitioners within the fields of commercial, economics, and finance. additionally, so much scholars of econometrics are taught utilizing GAUSS and STATA, but SAS® is the normal within the operating global; for that reason, this booklet is a perfect complement for upper-undergraduate and graduate classes in records, economics, and different social sciences because it prepares readers for real-world careers.
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Applied Econometrics Using the SAS System by Vivek Ajmani