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RATS Handbook to Accompany Introductory Econometrics for Finance

$120.00

  • Date Published: December 2008
  • availability: In stock
  • format: Hardback
  • isbn: 9780521896955

$120.00
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About the Authors
  • 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.

    • Provides instructions for writing RATS code with detailed annotation allowing readers to follow commands and modify them to apply to their own data and research questions
    • Screen captures show how to use menus and fill in wizards
    • Includes detailed discussions of outputs from the RATS package giving readers the knowledge and confidence to interpret their own results
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    Product details

    • Date Published: December 2008
    • format: Hardback
    • isbn: 9780521896955
    • length: 214 pages
    • dimensions: 253 x 193 x 18 mm
    • weight: 0.64kg
    • contains: 11 b/w illus.
    • availability: In stock
  • Table of Contents

    Preface
    1. Introduction
    2. The classical linear regression model
    3. Further development and analysis of the classical linear regression model
    4. Diagnostic testing
    5. Formulating and estimating ARMA models
    6. Multivariate models
    7. Modelling long-run relationships
    8. Modelling volatility and correlation
    9. Switching models
    10. Panel data
    11. Limited dependent variable models
    12. Simulations methods
    References
    Index.

  • general resources

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    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

    If you are having problems accessing these resources please email cflack@cambridge.org

  • Author

    Chris Brooks, City University, London
    fm.author_biographical_note1

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