Applied Econometrics Using the SAS(R) System

Ajmani, Vivek

ISBN 10: 0470129492 / ISBN 13: 9780470129494

Published by Wiley-Interscience, 2009

About this Item

The first cutting-edge guide to using the SAS(R) system for the analysis of econometric data Applied Econometrics Using the SAS(R) System is the first book of its kind to treat the analysis of basic econometric data using SAS(R), one of the most commonly used software tools among today's statisticians in business and industry. Num Pages: 328 pages, Illustrations. BIC Classification: KCH. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 278 x 215 x 17. Weight in Grams: 786. . 2009. 1st Edition. paperback. . . . .

Seller Inventory # V9780470129494

Bibliographic Details

• Title: Applied Econometrics Using the SAS(R) System
• Publisher: Wiley-Interscience
• Publication Date: 2009
• Language: English
• ISBN 10: 0470129492
• ISBN 13: 9780470129494
• Binding: Soft cover
• Edition: 1st Edition
• Condition: New

About this title

Synopsis

The first cutting-edge guide to using the SASŪ system for the analysis of econometric data

Applied Econometrics Using the SASŪ System is the first book of its kind to treat the analysis of basic econometric data using SASŪ, 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 SASŪ 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 SASŪ 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 SASŪ 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 SASŪ, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SASŪ code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SASŪ 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 SASŪ 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.

About the Author

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.