Applied Econometrics Using the SAS System

Applied Econometrics Using the SAS System

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The first cutting-edge guide to using the SASAr system for the analysis of econometric data Applied Econometrics Using the SASAr System is the first book of its kind to treat the analysis of basic econometric data using SASAr, 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 SASAr 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 SASAr 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 SASAr 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 SASAr, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SASAr code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SASAr 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 SASAr 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.As an example, consider the cost of US airlines panel data set from Greene ( 2003). The data consist of 90 observations for six firms for 1970a€“1984. The following SAS statements can be used to summarize the data by airline. The optionanbsp;...

Title:Applied Econometrics Using the SAS System
Author:Vivek Ajmani
Publisher:John Wiley & Sons - 2011-09-20


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