**Author:** Vivek B. Ajmani

**Publisher:** Wiley

A textbook covering a grab bag of statistical methods commonly used in economics, with a special emphasis on computations using matrix algebra and SAS/IML.

Requires: SAS/IML, SAS/STAT.

POSTED BY
GLOBAL STATEMENTS BOOKS
ON JANUARY 23, 2010

**Year:** 2009

**ISBN:** 978-0-470-12949-4

**Pages:** 330

**Publisher’s list price:** 101.00

- 1. Introduction to Regression Analysis
- 2. Regression Analysis Using Proc IML and Proc Reg
- 3. Hypothesis Testing
- 4. Instrumental Variables
- 5. Nonspherical Disturbances and Heteroscedasticity
- 6. Autocorrelation
- 7. Panel Data Analysis
- 8. Systems of Regression Equations
- 9. Simultaneous Equations
- 10. Discrete Choice Models
- 11. Duration Analysis
- 12. Special Topics
- Appendix A. Basic Matrix Algebra for Econometrics
- Appendix B. Basic Matrix Operations in Proc IML
- Appendix C. Simulating the Large Sample Properties of the OLS Estimators
- Appendix D. Introduction to Bootstrap Estimation
- Appendix E. Complete Programs and Proc IML Routines

The first cutting-edge guide to using the SAS® System for the analysis of econometric data

*Applied Econometrics and the SAS® System* is the
first book of its kind to treat the analysis of basic
econometric data using SAS®, one of the most commonly used
software tools among today’s statisticians in business and
industry. This book thoroughly examines econometric methods
and discusses how data collected in economic studies can easily
be analyzed using the SAS® system.

In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines.

UPDATED BY
GLOBAL STATEMENTS BOOKS
ON APRIL 4, 2014