Download Applied Econometrics Using the SAS System by Vivek Ajmani PDF

By Vivek Ajmani

the 1st state-of-the-art consultant to utilizing the SAS® process for the research of econometric facts

Applied Econometrics utilizing the SAS® System is the 1st publication of its sort to regard the research of simple econometric info utilizing SAS®, some of the most general software program instruments between modern day statisticians in enterprise and undefined. This ebook completely examines econometric tools and discusses how facts accumulated in financial 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 origin via introducing the underlying conception at the back of every one technique earlier than delving into the comparable SAS® workouts. The ebook starts with a uncomplicated creation to econometrics and the connection among classical regression research types and econometric types. next chapters stability crucial thoughts with SAS® instruments and canopy key subject matters such as:

  • Regression research utilizing Proc IML and Proc Reg

  • Hypothesis testing

  • Instrumental variables research, with a dialogue of dimension mistakes, 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 types, besides insurance of binary selection versions and Poisson regression

  • Duration research models

Assuming just a operating wisdom of SAS®, this ebook is a one-stop reference for utilizing the software program to investigate econometric facts. extra positive factors comprise whole 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 appropriate and worthwhile reference for practitioners within the fields of industrial, 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 this reason, this ebook 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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