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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 |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2009.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Brooks, Chris, |d 1971- | |
| 245 | 1 | 0 | |a RATS handbook to accompany introductory econometrics for finance / |c Chris Brooks. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2009. | ||
| 300 | |a 1 online resource (xii, 201 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Regression analysis |x Data processing. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 6 | |a Finances |x Modèles économétriques. | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Analyse de régression |x Informatique. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Statistics. |2 bisacsh | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Finance |x Econometric models |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
| 650 | 7 | |a Regression analysis |x Data processing |2 fast | |
| 650 | 7 | |a Finanzmathematik |2 gnd | |
| 650 | 7 | |a RATS 4.0 |2 gnd | |
| 650 | 7 | |a Ökonometrie |2 gnd | |
| 650 | 0 | 7 | |a Ökonometrie |x Programm. |2 swd |
| 655 | 7 | |a Handbooks and manuals |2 fast | |
| 700 | 1 | |a Brooks, Chris, |d 1971- |t Introductory econometrics for finance. | |
| 776 | 0 | 8 | |i Print version: |a Brooks, Chris, 1971- |t RATS handbook to accompany introductory econometrics for finance. |d Cambridge ; New York : Cambridge University Press, 2009 |z 9780521896955 |w (DLC) 2008033463 |w (OCoLC)241304492 |
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