[ FreeCourseWeb ] RATS Handbook to Accompany Introductory Econometrics for Finance

[ FreeCourseWeb.com ] RATS Handbook to Accompany Introductory Econometrics for Finance

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English | ISBN: 0521896959 | 2008 | 214 pages | PDF | 2 MB
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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