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RATS Handbook to Accompany Introductory Econometrics for Finance

Af: Chris Brooks Engelsk Paperback

RATS Handbook to Accompany Introductory Econometrics for Finance

Af: Chris Brooks Engelsk Paperback
Tjek vores konkurrenters priser
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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Tjek vores konkurrenters priser
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.
Produktdetaljer
Sprog: Engelsk
Sider: 213
ISBN-13: 9780521721684
Indbinding: Paperback
Udgave:
ISBN-10: 0521721687
Udg. Dato: 6 nov 2008
Længde: 12mm
Bredde: 190mm
Højde: 246mm
Forlag: Cambridge University Press
Oplagsdato: 6 nov 2008
Forfatter(e): Chris Brooks
Forfatter(e) Chris Brooks


Kategori Økonometri og økonomisk statistik


ISBN-13 9780521721684


Sprog Engelsk


Indbinding Paperback


Sider 213


Udgave


Længde 12mm


Bredde 190mm


Højde 246mm


Udg. Dato 6 nov 2008


Oplagsdato 6 nov 2008


Forlag Cambridge University Press