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Using SAS for Econometrics R. Carter Hill

Using SAS for Econometrics By R. Carter Hill

Using SAS for Econometrics by R. Carter Hill


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Using SAS for Econometrics Summary

Using SAS for Econometrics by R. Carter Hill

A supplement such as Using SAS for Econometrics is quite essential for use in a classroom environment, for those attempting to learn SAS, and for quick and useful reference. The SAS documentation comes in many volumes, and several are thousands of pages long. This makes for a very difficult challenge when getting started with SAS. This volume spans several levels of econometrics. It is suitable for undergraduate students who will use ?canned? SAS statistical procedures, and for graduate students who will use advanced procedures as well as direct programming in SAS?s matrix language, discussed in chapter appendices. Material within the chapters is accessible to undergraduate and/or Masters students, with appendices to chapters devoted to more advanced materials and matrix programming.

About R. Carter Hill

Dr. Hill is a professor of economics at Louisiana State University. He received his bachelors from Duke University and his doctorate from University of Missouri-Columbia. He has published a wealth of journal articles, papers in books and dissertations. Dr. Hill served as a consultant to AT&T, Georgia Power Company, and Southern Company of Birmingham. He has received over a dozen commendations from Louisiana State and other institutions for excellence in teaching.

Table of Contents

1. Introducing SAS 1 2. The Simple Linear Regression Model 50 3. Interval Estimation and Hypothesis Testing 82 4. Prediction, Goodness-of-Fit, and Modeling Issues 103 5. The Multiple Regression Model 130 6. Further Inference in the Multiple Regression Model 162 7. Using Indicator Variables 190 8. Heteroskedasticity 207 9. Regression with Time-Series Data: Stationary Variables 264 10. Random Regressors and Moment-Based Estimation 304 11. Simultaneous Equations Models 346 12. Regression with Time-Series Data: Nonstationary Variables 369 13. Vector Error Correction and Vector Autoregressive Models 390 14. Time-Varying Volatility and ARCH Models 406 15. Panel Data Models 428 16. Qualitative and Limited Dependent Variable Models 468 Appendix A. Math Functions 522 Appendix B. Probability 528 Appendix C. Review of Statistical Inference 541

Additional information

CIN1118032098VG
9781118032091
1118032098
Using SAS for Econometrics by R. Carter Hill
Used - Very Good
Paperback
John Wiley & Sons Inc
2012-02-17
590
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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