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:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2009
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| Schlagwörter: | |
| Links: | https://doi.org/10.1017/CBO9780511814082 https://doi.org/10.1017/CBO9780511814082 https://doi.org/10.1017/CBO9780511814082 |
| 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: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Umfang: | 1 online resource (xii, 201 pages) |
| ISBN: | 9780511814082 |
| DOI: | 10.1017/CBO9780511814082 |
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| 505 | 8 | |a 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 | |
| 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 | ||
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Finance / Econometric models | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a Regression analysis / Data processing | |
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Datensatz im Suchindex
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| author | Brooks, Chris 1971- |
| author_GND | (DE-588)1012858766 |
| author_facet | Brooks, Chris 1971- |
| author_role | aut |
| author_sort | Brooks, Chris 1971- |
| author_variant | c b cb |
| building | Verbundindex |
| bvnumber | BV043926044 |
| classification_rvk | QH 310 |
| collection | ZDB-20-CBO |
| 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 | (ZDB-20-CBO)CR9780511814082 (OCoLC)967485929 (DE-599)BVBBV043926044 |
| dewey-full | 332.01/519536 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/519536 |
| dewey-search | 332.01/519536 |
| dewey-sort | 3332.01 6519536 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511814082 |
| format | Electronic eBook |
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| id | DE-604.BV043926044 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:48:48Z |
| institution | BVB |
| isbn | 9780511814082 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029335123 |
| oclc_num | 967485929 |
| open_access_boolean | |
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| owner_facet | DE-12 DE-473 DE-BY-UBG |
| physical | 1 online resource (xii, 201 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Brooks, Chris 1971- Verfasser (DE-588)1012858766 aut RATS handbook to accompany introductory econometrics for finance Chris Brooks Cambridge Cambridge University Press 2009 1 online resource (xii, 201 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Datenverarbeitung Mathematisches Modell Ökonometrisches Modell Finance / Econometric models Finance / Mathematical models Regression analysis / Data processing Econometrics Ökonometrie (DE-588)4132280-0 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf RATS 4.0 (DE-588)4504082-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Finanzmathematik (DE-588)4017195-4 s RATS 4.0 (DE-588)4504082-5 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-72168-4 Erscheint auch als Druckausgabe 978-0-521-89695-5 https://doi.org/10.1017/CBO9780511814082 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| 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 Datenverarbeitung Mathematisches Modell Ökonometrisches Modell Finance / Econometric models Finance / Mathematical models Regression analysis / Data processing Econometrics Ökonometrie (DE-588)4132280-0 gnd Finanzmathematik (DE-588)4017195-4 gnd RATS 4.0 (DE-588)4504082-5 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4017195-4 (DE-588)4504082-5 |
| title | RATS handbook to accompany 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 | Datenverarbeitung Mathematisches Modell Ökonometrisches Modell Finance / Econometric models Finance / Mathematical models Regression analysis / Data processing Econometrics Ökonometrie (DE-588)4132280-0 gnd Finanzmathematik (DE-588)4017195-4 gnd RATS 4.0 (DE-588)4504082-5 gnd |
| topic_facet | Datenverarbeitung Mathematisches Modell Ökonometrisches Modell Finance / Econometric models Finance / Mathematical models Regression analysis / Data processing Econometrics Ökonometrie Finanzmathematik RATS 4.0 |
| url | https://doi.org/10.1017/CBO9780511814082 |
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