Applied Econometrics Using the SAS System by Vivek Ajmani

By Vivek Ajmani

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

Applied Econometrics utilizing the SAS® System is the 1st e-book of its type to regard the research of uncomplicated econometric facts utilizing SAS®, the most accepted software program instruments between state-of-the-art statisticians in enterprise and undefined. This e-book completely examines econometric equipment and discusses how facts accrued in fiscal reviews can simply be analyzed utilizing the SAS® system.

In addition to addressing the computational features of econometric facts research, the writer presents a statistical beginning via introducing the underlying conception in the back of each one process prior to delving into the similar SAS® exercises. The ebook starts with a uncomplicated creation to econometrics and the connection among classical regression research versions and econometric types. next chapters stability crucial strategies 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 facts analysis

  • Discrete selection versions, in addition to insurance of binary selection types 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 info. extra beneficial properties comprise whole SAS® code, Proc IML workouts plus an academic on Proc IML, and an appendix with extra courses and knowledge units. Applied Econometrics utilizing the SAS® System serves as a suitable and priceless reference for practitioners within the fields of commercial, economics, and finance. furthermore, so much scholars of econometrics are taught utilizing GAUSS and STATA, but SAS® is the normal within the operating global; hence, this e-book 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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