Using Sas for Principles of Econometrics

Klappentext A supplement such as Using SAS for Econometrics is quite essential for use in a classroom environment, for those attempting to learn SAS, and for quick and useful reference. The SAS documentation comes in many volumes, and several are thousands of pages long. This makes for a very difficult challenge when getting started with SAS. This volume spans several levels of econometrics. It is suitable for undergraduate students who will use "canned" SAS statistical procedures, and for graduate students who will use advanced procedures as well as direct programming in SAS's matrix language, discussed in chapter appendices. Material within the chapters is accessible to undergraduate and/or Masters students, with appendices to chapters devoted to more advanced materials and matrix programming.

List of contents

1. Introducing SAS 1

2. The Simple Linear Regression Model 50

3. Interval Estimation and Hypothesis Testing 82

4. Prediction, Goodness-of-Fit, and Modeling Issues 103

5. The Multiple Regression Model 130

6. Further Inference in the Multiple Regression Model 162

7. Using Indicator Variables 190

8. Heteroskedasticity 207

9. Regression with Time-Series Data: Stationary Variables 264

10. Random Regressors and Moment-Based Estimation 304

11. Simultaneous Equations Models 346

12. Regression with Time-Series Data: Nonstationary Variables 369

13. Vector Error Correction and Vector Autoregressive Models 390

14. Time-Varying Volatility and ARCH Models 406

15. Panel Data Models 428

16. Qualitative and Limited Dependent Variable Models 468

Appendix A. Math Functions 522

Appendix B. Probability 528

Appendix C. Review of Statistical Inference 541

Product details

• Authors: Randall C. Campbell, Randall C. (Mississippi State University Campbell, Randall C. (Mississippi State University) Campbell, Campbell Randall C., Clint Hill, Napolean Hill, Napoleon Hill, R Carter (Louisiana State Univ. Univ. Of Geo Hill, R. Carter Hill, R. Carter (Louisiana State University) Hill, R. Carter (Louisiana State University) Campb Hill, R. Carter Campbell Hill, R. Carter/ Campbell Hill, RC Hill, Hill R. Carter
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Paperback / Softback
• Released: 01.09.2011
• EAN: 9781118032091
• ISBN: 978-1-118-03209-1
• No. of pages: 700
• Subjects: Social sciences, law, business > Business > Miscellaneous; Economics, BUSINESS & ECONOMICS / Econometrics