КОД (ISBN):
9780521721684

Книга: RATS Handbook to Accompany Introductory Econometrics for Finance

Товар № 11274495

Автор: Brooks C.

Издательство: Cambridge Academic

Вес: 0.440 кг.

Год издания: 2008

Формат: 246x189x14 мм

Страниц: 213 Переплет: Мягкая обложка

Цена: 4 622 руб.

В КОРЗИНУ

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.