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RATS handbook to accompany introductory econometrics for finance /
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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2009.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (xii, 201 pages) : illustrations |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780511650222 0511650221 9780511814082 0511814089 9780511451690 0511451695 9780511454776 0511454775 1107201802 9781107201804 0511574401 9780511574405 0511455801 9780511455803 |