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Applied Econometrics Using the SAS System by Vivek Ajmani (Ameriprise Financials, Minneapolis, MN) at Abbey's Bookshop,
Applied Econometrics Using the SAS System
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Vivek Ajmani (Ameriprise Financials, Minneapolis, MN)

Applied Econometrics Using the SAS System

Vivek Ajmani (Ameriprise Financials, Minneapolis, MN)

$202.95

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English
Wiley-Interscience
22 May 2009
Econometrics
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.
By:  
Imprint:   Wiley-Interscience
Country of Publication:   United States
Dimensions:   Height: 279mm,  Width: 216mm,  Spine: 19mm
Weight:   767g
ISBN:   9780470129494
ISBN 10:   0470129492
Pages:   328
Publication Date:  
Audience:   College/higher education ,  Further / Higher Education
Replaced By:   9781118721520
Format:   Paperback
Publisher's Status:   Active

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.

Reviews for Applied Econometrics Using the SAS System

?The text 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.? (Zentralblatt MATH, 2012)


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