Applied Econometrics Using the SAS System
Author: Vivek B. Ajmani
Publisher: Wiley
A textbook covering a grab bag of statistical methods commonly used in economics, with a special emphasis on computations using matrix algebra and SAS/IML.
Requires: SAS/INL, SAS/STAT.
Editions
Hardcover (2009)
Hardcover
Year: 2009
ISBN: 978-0-470-12949-4
Pages: 330
Publisher’s list price: 79.95
Contents
- 1. Introduction to Regression Analysis
- 2. Regression Analysis Using Proc IML and Proc Reg
- 3. Hypothesis Testing
- 4. Instrumental Variables
- 5. Nonspherical Disturbances and Heteroscedasticity
- 6. Autocorrelation
- 7. Panel Data Analysis
- 8. Systems of Regression Equations
- 9. Simultaneous Equations
- 10. Discrete Choice Models
- 11. Duration Analysis
- 12. Special Topics
- Appendix A. Basic Matrix Algebra for Econometrics
- Appendix B. Basic Matrix Operations in Proc IML
- Appendix C. Simulating the Large Sample Properties of the OLS Estimators
- Appendix D. Introduction to Bootstrap Estimation
- Appendix E. Complete Programs and Proc IML Routines
From the back cover
The first cutting-edge guide to using the SAS® System for the analysis of econometric data
Applied Econometrics and 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.
