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Applied Econometrics Using the SAS® System
book

Applied Econometrics Using the SAS® System

by Vivek B. Ajmani
June 2009
Intermediate to advanced content levelIntermediate to advanced
328 pages
8h 42m
English
Wiley-Interscience
Content preview from Applied Econometrics Using the SAS® System

INDEX

Accelerated failure time models

Adjusted coefficient of determination

calculation

Adjusted coefficient of variation

definition

Airlines data

fixed/random effects model, covariance matrices

fixed time effects analysis

using Proc GLM

firm effects analysis

using Proc GLM

groupwise heteroscedasticity estimators

HCCME estimators

least squares residuals

comparison

likelihood ratio test

LSDV estimation

using Proc GLM

using Proc IML

using Proc panel

using OLS calculations

mean of residuals

pooled regression model

summary statistics

temporary SAS data set

time series plot

regression, dummy variables

Analysis of variance (ANOVA) techniques

table

ARCH(1) model

process

ARCH(q) process

unconditional variance

Arellano–Bond GMM estimator

first-step estimator

second-step estimator

Asymptotic covariance matrix

Asymptotic variance

Asymptotic variance-covariance matrix

Attrition models

Autocorrelation process

detection

Durbin–Watson test

Lagrange multiplier test

first-order

occurrence

ordinary least square (OLS) estimation problems

parameters

FGLS estimation method

GLS estimation method

second-order

Autoregressive conditional heteroscedastic models (ARCH)

generalized ARCH models

process

testing effects

Autoregressive autocorrelation model (AR)

AR(2) model, residuals

first-order autocorrelation model (AR1)

fitness procedure

Proc autoreg

SAS usage

Autoregressive moving average process

Bartlett test statistic

variance comparison

BHHH methods, algorithm

Binary response models

Bootstrap estimation ...

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Publisher Resources

ISBN: 9781118210321Purchase book