Record Nr.

UNINA9910143082503321

Autore

Ajmani Vivek B

Titolo

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

Pubbl/distr/stampa


Hoboken, NJ, : Wiley, 2008

ISBN

1-282-18819-4

9786612188190

0-470-37790-9

0-470-37789-5

Edizione

[1st ed.]

Descrizione fisica

1 online resource (329 p.)

Disciplina

330.015195

330.0285/555

330.0285555

Soggetti

Econometrics - Computer programs

Econometria

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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

Sommario/riassunto

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