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Author: Walter Enders
Publisher: Wiley Global Education
ISBN: 1118918665
Category : Business & Economics
Languages : en
Pages : 496
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Book Description
Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.
Author: Walter Enders
Publisher: Wiley Global Education
ISBN: 1118918665
Category : Business & Economics
Languages : en
Pages : 496
Get Book
Book Description
Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.
Author: Walter Enders
Publisher: Wiley
ISBN: 9781118918616
Category : Business & Economics
Languages : en
Pages : 498
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Book Description
Author: Dimitrios Asteriou
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0
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Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers
Author: Vivek Ajmani
Publisher: John Wiley & Sons
ISBN: 1118210328
Category : Mathematics
Languages : en
Pages : 414
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Book Description
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.
Author: R. Carter Hill
Publisher: John Wiley & Sons
ISBN: 1118452275
Category : Business & Economics
Languages : en
Pages : 1808
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Book Description
Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.
Author: Helmut Lütkepohl
Publisher: Cambridge University Press
ISBN: 1139454730
Category : Business & Economics
Languages : en
Pages : 351
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Book Description
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Author: Christopher Dougherty
Publisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593
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Book Description
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Author: Janet M. Box-Steffensmeier
Publisher: Cambridge University Press
ISBN: 1316060500
Category : Political Science
Languages : en
Pages : 297
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Book Description
Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse and Matthew P. Hitt cover a wide range of topics including ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.
Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 0387773185
Category : Business & Economics
Languages : en
Pages : 229
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Book Description
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Author: Walter Enders
Publisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 228
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Book Description
A workbook/disk on performing estimations with RATS 4.0 or later, with overviews of topics in time-series analysis; discussion of RATS instructions and procedures relevant to each topic; sample programs; discussion of output; and exercises. After an introduction to RATS, topics include stationary time-series; modeling volatility; and cointegration and error correction. For students in statistical analysis. The accompanying disk contains data sets for estimations described in the text. No index. Annotation copyright by Book News, Inc., Portland, OR
