Applied econometrics using the SAS system / Vivek B. Ajmani.

Format:

Book

Author/Creator:

Ajmani, Vivek B.

Language:

English

Subjects (All):

Econometrics--Computer programs.

Econometrics.

SAS (Computer file).

Physical Description:

1 online resource (329 p.)

Edition:

1st ed.

Place of Publication:

Hoboken, NJ : Wiley, 2008.

Language Note:

English

Summary:

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 f

Contents:

APPLIED ECONOMETRICS USING THE SAS(®) SYSTEM; CONTENTS; Preface; Acknowledgments; 1 Introduction to Regression Analysis; 2 Regression Analysis Using Proc IML and Proc Reg; 3 Hypothesis Testing; 4 Instrumental Variables; 5 Nonspherical Disturbances and Heteroscedasticity; 6 Autocorrelation; 7 Panel Data Analysis; 8 Systems of Regression Equations; 9 Simultaneous Equations; 10 Discrete Choice Models; 11 Duration Analysis; 12 Special Topics; Appendix A Basic Matrix Algebra for Econometrics; Appendix B Basic Matrix Operations in Proc IML

Appendix C Simulating the Large Sample Properties of the OLS EstimatorsAppendix D Introduction to Bootstrap Estimation; Appendix E Complete Programs and Proc IML Routines; References; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on metadata supplied by the publisher and other sources.

ISBN:

1-282-18819-4

9786612188190

0-470-37790-9

0-470-37789-5

OCLC:

413171326