Applied Econometrics Using the SAS System (Paperback)

Vivek Ajmani

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Idioma: inglés

Editorial: John Wiley & Sons Inc, Hoboken, 2009

0470129492 / 9780470129494

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Paperback. 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. The first cutting-edge guide to using the SAS(R) system for the analysis of econometric data Applied Econometrics Using the SAS(R) System is the first book of its kind to treat the analysis of basic econometric data using SAS(R), one of the most commonly used software tools among today's statisticians in business and industry. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

N° de ref. del artículo 9780470129494

Título
Applied Econometrics Using the SAS System (Paperback)
Autor
Vivek Ajmani
Editorial
John Wiley & Sons Inc, Hoboken
Año de publicación
2009
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0470129492
ISBN 13
9780470129494
Edición
1ª Edición

CitiRetail

Stevenage, Reino Unido

Vendedor de 5 estrellas

Vendedor de IberLibro desde 29 de junio de 2022

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