RATS handbook to accompany introductory econometrics for finance / Chris Brooks.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- text
- computer
- online resource
- 9780511650222
- 0511650221
- 9780511814082
- 0511814089
- 9780511451690
- 0511451695
- 9780511454776
- 0511454775
- 1107201802
- 9781107201804
- 0511574401
- 9780511574405
- 0511455801
- 9780511455803
- Finance -- Econometric models
- Finance -- Mathematical models
- Regression analysis -- Data processing
- Econometrics
- Finances -- Modèles économétriques
- Finances -- Modèles mathématiques
- Analyse de régression -- Informatique
- Économétrie
- BUSINESS & ECONOMICS -- Econometrics
- BUSINESS & ECONOMICS -- Statistics
- Econometrics
- Finance -- Econometric models
- Finance -- Mathematical models
- Regression analysis -- Data processing
- Finanzmathematik
- RATS 4.0
- Ökonometrie
- Ökonometrie -- Programm
- 332.01/519536 22
- 330.015195 22
- HG173 .B763 2009
- QH 310
Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus | E-Books EBSCO | Available |
Includes bibliographical references and index.
Introduction -- The classical linear regression model -- Further development and analysis of the classical linear regression model -- Diagnostic testing -- Formulating and estimating ARMA models -- Multivariate models -- Modelling long-run relationships -- Modelling volatility and correlation -- Switching models -- Panel data -- Limited dependent variable models -- Simulation methods.
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.
English.
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