Probability Statistics

Download e-book for iPad: Applied Econometrics Using the SAS System by Vivek Ajmani

By Vivek Ajmani

the 1st state of the art advisor to utilizing the SAS® method for the research of econometric facts

Applied Econometrics utilizing the SAS® System is the 1st booklet of its sort to regard the research of uncomplicated econometric information utilizing SAS®, the most usual software program instruments between modern statisticians in company and undefined. This publication completely examines econometric tools and discusses how facts accrued in fiscal reviews can simply be analyzed utilizing the SAS® system.

In addition to addressing the computational elements of econometric info research, the writer offers a statistical beginning by way of introducing the underlying conception in the back of every one technique sooner than delving into the similar SAS® exercises. The e-book starts off with a easy advent to econometrics and the connection among classical regression research types and econometric types. next chapters stability crucial options with SAS® instruments and canopy key issues such as:

  • Regression research utilizing Proc IML and Proc Reg

  • Hypothesis testing

  • Instrumental variables research, with a dialogue of size blunders, the assumptions integrated into the research, and specification tests 

  • Heteroscedasticity, together with GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models

  • Panel information analysis

  • Discrete selection versions, besides assurance of binary selection versions and Poisson regression

  • Duration research models

Assuming just a operating wisdom of SAS®, this e-book is a one-stop reference for utilizing the software program to research econometric facts. extra positive factors contain entire SAS® code, Proc IML workouts plus an educational on Proc IML, and an appendix with extra courses and information units. Applied Econometrics utilizing the SAS® System serves as a proper and precious reference for practitioners within the fields of industrial, economics, and finance. additionally, such a lot scholars of econometrics are taught utilizing GAUSS and STATA, but SAS® is the normal within the operating global; accordingly, this publication is a perfect complement for upper-undergraduate and graduate classes in information, 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

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