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Applied Econometrics Using the SAS System
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Format: Paperback / softback
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Applied Econometrics Using the SAS System
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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.
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See moreThe 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.
Book Hero Magic formatted this description to make it easier to read. While it's new and
still learning, it may not be perfect - your
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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
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.
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