Applied Econometrics Using the SAS System

Name: Applied Econometrics Using the SAS System
Brand: Unknown
SKU: 9780470129494
Price: 305.0 NZD
Availability: InStock

By Vivek Ajmani

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Summary

Applied Econometrics Using the SAS System is a pioneering guide that introduces the use of SAS software for analysing econometric data. It blends theoretical foundations with practical applications, starting from basic econometric concepts and advancing through topics such as regression analysis, hypothesis testing, instrumental variables, heteroscedasticity, panel data, discrete choice models, and duration analysis. The book includes complete SAS code, tutorials on Proc IML, and additional data sets, making it a comprehensive resource for analysing economic data with SAS.
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Format: Paperback / softback

$305⁰⁰

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Applied Econometrics Using the SAS System

$305⁰⁰

Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book is suited for practitioners and students in economics, statistics, business, and finance who have a working knowledge of SAS and seek to apply econometric methods using this system. It is particularly appropriate for upper-undergraduate and graduate students looking to gain practical skills aligned with professional standards.

The first cutting-edge guide to using the SAS(R) system for the analysis of econometric data Applied Econometrics Using the SAS(R) System is the first book of its kind to treat the analysis of basic econometric data using SAS(R), one of the most commonly used software tools among today's statisticians in business and industry.

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.

Book Hero Magic summarised reviews for this book. While it's new and still learning, it may not be perfect - your feedback is welcome! HOW HAS THIS BEEN REVIEWED?

Praised as a valuable and relevant reference for professionals in business, economics, and finance, this book is commended for bridging the gap between academic teaching tools like GAUSS and STATA and the industry-standard SAS software. It is noted as an ideal supplement for upper-undergraduate and graduate courses preparing students for future careers. (Zentralblatt MATH, 2012)

Book Details

INFORMATION

ISBN: 9780470129494

Publisher: John Wiley & Sons Inc

Format: Paperback / softback

Date Published: 03 July 2009

Country: United States

Imprint: Wiley-Interscience

Illustration: Graphs: 32 B&W, 0 Color

Audience: Tertiary education

DIMENSIONS

Spine width: 19.0mm

Width: 216.0mm

Height: 279.0mm

Weight: 767g

Pages: 328

Collections

Education & Reference Finance & Economics Finance & Investment Non-Fiction Vivek Ajmani

About the Author

Vivek B. Ajmani , PhD, is Senior Marketing Analyst at U.S. Bank in St. Paul, Minnesota, where he applies econometric modeling, data mining, and predictive modeling techniques to his work with innovative banking products and solutions. Dr. Ajmani has also held positions at Ameriprise Financial, General Mills, Intel Corporation, and the 3M Company, and he has received honors for his use of statistics in the development of quality products.