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Applied econometrics using the SAS system /

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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 statisticia...

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Bibliographic Details
Main Author: Ajmani, Vivek B.
Format: eBook
Language:English
Language Notes:English.
Published: Hoboken, NJ : Wiley, 2008.
Subjects:
SAS (Computer file)
Econometrics > Computer programs.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction to regression analysis
  • Regression analysis using Proc IML and Proc Reg
  • Hypothesis testing
  • Instrumental variables
  • Nonspherical disturbances and heteroscedasticity
  • Autocorrelation
  • Panel data analysis
  • Systems of regression equations
  • Simultaneous equations
  • Discrete choice models
  • Duration analysis
  • Special topics.