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RATS Handbook to Accompany Introductory Econometrics for Finance

Specificaties
Gebonden, 214 blz. | Engels
Cambridge University Press | e druk, 2008
ISBN13: 9780521896955
Rubricering
Cambridge University Press e druk, 2008 9780521896955
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Written to complement the second edition of best-selling textbook Introductory Econometrics for Finance, this book provides a comprehensive introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond. It provides numerous worked examples with carefully annotated code and detailed explanations of the outputs, giving readers the knowledge and confidence to use the software for their own research and to interpret their own results. A wide variety of important modelling approaches are covered, including such topics as time-series analysis and forecasting, volatility modelling, limited dependent variable and panel methods, switching models and simulations methods. The book is supported by an accompanying website containing freely downloadable data and RATS instructions.

Specificaties

ISBN13:9780521896955
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:214

Inhoudsopgave

Preface; 1. Introduction; 2. The classical linear regression model; 3. Further development and analysis of the classical linear regression model; 4. Diagnostic testing; 5. Formulating and estimating ARMA models; 6. Multivariate models; 7. Modelling long-run relationships; 8. Modelling volatility and correlation; 9. Switching models; 10. Panel data; 11. Limited dependent variable models; 12. Simulations methods; References; Index.

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        RATS Handbook to Accompany Introductory Econometrics for Finance