Time Series Data Analysis Using EViews [NOOK Book]

( 2 )

Overview

"This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures
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Time Series Data Analysis Using EViews

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More About This Book

Overview

"This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extedible to cross-section data sets." An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.
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Product Details

  • ISBN-13: 9781118176306
  • Publisher: Wiley, John & Sons, Incorporated
  • Publication date: 8/31/2011
  • Sold by: Barnes & Noble
  • Format: eBook
  • Edition number: 1
  • Pages: 352
  • File size: 31 MB
  • Note: This product may take a few minutes to download.

Meet the Author

I Gusti Ngurah Agung is a Lecturer and Academic Advisor at the Graduate School of Management, Faculty of Economics at the University of Indonesia. He has been teaching mathematical statistics and applied statistics since 1960 at the Makassar Public University as well as Hassanudin University, Makassar, and since 2006 at the Graduate School of Planning, Strategy and Public Policy, University of Indonesia. Agung has authored more than 10 pocket books in applied statistics (in Indonesian). He holds a BSc in Mathematical Education from Hassanudin University, a Masters in Mathematics from the New Mexico State University and a second Masters in mathematical statistics as well as a PhD in biostatistics from the University of North Carolina at Chapel Hill.
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Table of Contents

1 EViews workfile and descriptive data analysis 1

2 Continuous growth models 25

3 Discontinuous growth models 121

4 Seemingly causal models 185

5 Special cases of regression models 259

6 VAR and system estimation methods 319

7 Instrumental variables models 381

8 ARCH models 419

9 Additional testing hypotheses 441

10 Nonlinear least squares models 469

11 Nonparametric estimation methods 503

App. A Models for a single time series 527

App. B Simple linear models 543

App. C General linear models 561

App. D Multivariate general linear models 573

References 589

Index 593

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Customer Reviews

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Sort by: Showing all of 2 Customer Reviews

  • Anonymous

    Posted September 20, 2012

    diamondshine

    Did u see them?

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  • Anonymous

    Posted September 13, 2012

    Gustfur

    Yep...

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