Using SAS for Econometrics

R. Carter Hill, Randall C. Campbell

• Éditeur: Wiley
• Année: 2012
• ISBN:
  9781118361726
• Édition: 4
• Sujet: Economía
• Sous-sujet: Econometría

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.

Table des matières

• Copyright
• PREFACE
• BRIEF CONTENTS
• CONTENTS
• Chapter 1. Introducing SAS
• Chapter 2. The Simple Linear Regression Model
• Chapter 3. Interval Estimation and Hypothesis Testing
• Chapter 4. Prediction, Goodness-of-Fit, and Modeling Issues
• Chapter 5. The Multiple Regression Model
• Chapter 6. Further Inference in the Multiple Regression Model
• Chapter 7. Using Indicator Variables
• Chapter 8. Heteroskedasticity
• Chapter 9 Regression with Time-Series Data: Stationary Variables
• Chapter 10. Random Regressors and Moment-Based Estimation
• Chapter 11. Simultaneous Equations Models
• Chapter 12. Regression with Time-Series Data: Nonstationary Variables
• Chapter 13. Vector Error Correction and Vector Autoregressive Models
• Chapter 14. Time-Varying Volatility and ARCH Models
• Chapter 15. Panel Data Models
• Chapter 16. Qualitative and Limited Dependent Variable Models
• Appendix A. Math Functions
• Appendix B. Probability
• Appendix C. Review of Statistical Inference
• Index