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Applied Econometrics Using the SAS System
     

Applied Econometrics Using the SAS System

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by Vivek Ajmani
 

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

Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly

Overview

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

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

Editorial Reviews

From the Publisher

“The text 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 SAS 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.” (Zentralblatt MATH, 2012)

Product Details

ISBN-13:
9781118210321
Publisher:
Wiley
Publication date:
09/20/2011
Sold by:
Barnes & Noble
Format:
NOOK Book
Pages:
328
File size:
21 MB
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This product may take a few minutes to download.

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What People are Saying About This

From the Publisher
“The text 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 SAS 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.” (Zentralblatt MATH, 2012)

Meet 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.

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Applied Econometrics Using The Sas System 4 out of 5 based on 0 ratings. 1 reviews.
JB57 More than 1 year ago
The author's effort is ambitious and he succeeds in a way by accumulating the commonly used econometric methods under "one roof." As long as the reader realizes that the intent of the author is to convey the "How to do it in SAS" message, the reader will be satisfied. As the author states...this is not a substitute for the standard econometric texts. The SAS codes are easy to read and requires minimal knowledge of the software. Students will recognize the data sets from their study of Greene and Wooldridge. I liked the book for the clarity of the SAS code and the different procedures that exist which permits analysis of econometric data.