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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York :
Cambridge University Press,
2009.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xii, 201 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780511650222 0511650221 9780511814082 0511814089 9780511451690 0511451695 9780511454776 0511454775 1107201802 9781107201804 0511574401 9780511574405 0511455801 9780511455803 |
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| 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. | ||
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| contents | 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. |
| ctrlnum | (OCoLC)667028196 |
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| dewey-search | 332.01/519536 330.015195 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre | Handbooks and manuals fast |
| genre_facet | Handbooks and manuals |
| id | ZDB-4-EBA-ocn667028196 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:17:32Z |
| institution | BVB |
| isbn | 9780511650222 0511650221 9780511814082 0511814089 9780511451690 0511451695 9780511454776 0511454775 1107201802 9781107201804 0511574401 9780511574405 0511455801 9780511455803 |
| language | English |
| oclc_num | 667028196 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xii, 201 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Cambridge University Press, |
| record_format | marc |
| spelling | Brooks, Chris, 1971- https://id.oclc.org/worldcat/entity/E39PBJj8WRHpYhFqxmttMJQcyd http://id.loc.gov/authorities/names/n2001085359 RATS handbook to accompany introductory econometrics for finance / Chris Brooks. Cambridge ; New York : Cambridge University Press, 2009. 1 online resource (xii, 201 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references and index. 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. 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. English. Finance Econometric models. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Regression analysis Data processing. http://id.loc.gov/authorities/subjects/sh85112394 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Finances Modèles économétriques. Finances Modèles mathématiques. Analyse de régression Informatique. Économétrie. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometrics fast Finance Econometric models fast Finance Mathematical models fast Regression analysis Data processing fast Finanzmathematik gnd RATS 4.0 gnd http://d-nb.info/gnd/4504082-5 Ökonometrie gnd http://d-nb.info/gnd/4132280-0 Ökonometrie Programm. swd Handbooks and manuals fast Brooks, Chris, 1971- Introductory econometrics for finance. has work: RATS handbook to accompany introductory econometrics for finance (Text) https://id.oclc.org/worldcat/entity/E39PCGMq8DfPv96HJkjKg3GxH3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Brooks, Chris, 1971- RATS handbook to accompany introductory econometrics for finance. Cambridge ; New York : Cambridge University Press, 2009 9780521896955 (DLC) 2008033463 (OCoLC)241304492 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=304681 Volltext |
| spellingShingle | Brooks, Chris, 1971- RATS handbook to accompany introductory econometrics for finance / 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. Finance Econometric models. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Regression analysis Data processing. http://id.loc.gov/authorities/subjects/sh85112394 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Finances Modèles économétriques. Finances Modèles mathématiques. Analyse de régression Informatique. Économétrie. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometrics fast Finance Econometric models fast Finance Mathematical models fast Regression analysis Data processing fast Finanzmathematik gnd RATS 4.0 gnd http://d-nb.info/gnd/4504082-5 Ökonometrie gnd http://d-nb.info/gnd/4132280-0 Ökonometrie Programm. swd |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85048260 http://id.loc.gov/authorities/subjects/sh85112394 http://id.loc.gov/authorities/subjects/sh85040763 http://d-nb.info/gnd/4504082-5 http://d-nb.info/gnd/4132280-0 |
| title | RATS handbook to accompany introductory econometrics for finance / |
| title_alt | Introductory econometrics for finance. |
| title_auth | RATS handbook to accompany introductory econometrics for finance / |
| title_exact_search | RATS handbook to accompany introductory econometrics for finance / |
| title_full | RATS handbook to accompany introductory econometrics for finance / Chris Brooks. |
| title_fullStr | RATS handbook to accompany introductory econometrics for finance / Chris Brooks. |
| title_full_unstemmed | RATS handbook to accompany introductory econometrics for finance / Chris Brooks. |
| title_short | RATS handbook to accompany introductory econometrics for finance / |
| title_sort | rats handbook to accompany introductory econometrics for finance |
| topic | Finance Econometric models. Finance Mathematical models. http://id.loc.gov/authorities/subjects/sh85048260 Regression analysis Data processing. http://id.loc.gov/authorities/subjects/sh85112394 Econometrics. http://id.loc.gov/authorities/subjects/sh85040763 Finances Modèles économétriques. Finances Modèles mathématiques. Analyse de régression Informatique. Économétrie. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometrics fast Finance Econometric models fast Finance Mathematical models fast Regression analysis Data processing fast Finanzmathematik gnd RATS 4.0 gnd http://d-nb.info/gnd/4504082-5 Ökonometrie gnd http://d-nb.info/gnd/4132280-0 Ökonometrie Programm. swd |
| topic_facet | Finance Econometric models. Finance Mathematical models. Regression analysis Data processing. Econometrics. Finances Modèles économétriques. Finances Modèles mathématiques. Analyse de régression Informatique. Économétrie. BUSINESS & ECONOMICS Econometrics. BUSINESS & ECONOMICS Statistics. Econometrics Finance Econometric models Finance Mathematical models Regression analysis Data processing Finanzmathematik RATS 4.0 Ökonometrie Ökonometrie Programm. Handbooks and manuals |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=304681 |
| work_keys_str_mv | AT brookschris ratshandbooktoaccompanyintroductoryeconometricsforfinance |