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Applied Econometrics Using the SAS System

Author : Vivek Ajmani

Publisher : John Wiley & Sons

Page : 414 pages

File Size : 31,88 MB

Release : 2011-09-20

Category : Mathematics

ISBN : 1118210328

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Book Description

The first cutting-edge guide to using the SAS® system for the analysis of econometric data Applied Econometrics Using 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. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.



Applied Econometrics with SAS

Author : Barry K. Goodwin

Publisher :

Page : 180 pages

File Size : 20,97 MB

Release : 2019-06-28

Category : Computers

ISBN : 9781642952742

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Book Description

Using Applied Econometrics with SAS: Modeling Demand, Supply, and Risk, you will quickly master SAS applications for implementing and estimating standard models in the field of econometrics. This guide introduces you to the major theories underpinning applied demand and production economics. For each of its three main topics--demand, supply, and risk--a concise theoretical orientation leads directly into consideration of specific economic models and econometric techniques, collectively covering the following: Double-log demand systems Linear expenditure systems Almost ideal demand systems Rotterdam models Random parameters logit demand models Frequency-severity models Compound distribution models Cobb-Douglas production functions Translogarithmic cost functions Generalized Leontief cost functions Density estimation techniques Copula models SAS procedures that facilitate estimation of demand, supply, and risk models include the following, among others: PROC MODEL PROC COPULA PROC SEVERITY PROC KDE PROC LOGISTIC PROC HPCDM PROC IML PROC REG PROC COUNTREG PROC QLIM An empirical example, SAS programming code, and a complete data set accompany each econometric model, empowering you to practice these techniques while reading. Examples are drawn from both major scholarly studies and business applications so that professors, graduate students, government economic researchers, agricultural analysts, actuaries, and underwriters, among others, will immediately benefit.



Learning SAS by Example

Author : Ron Cody

Publisher : SAS Institute

Page : 553 pages

File Size : 31,5 MB

Release : 2018-07-03

Category : Computers

ISBN : 1635266564

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Book Description

Learn to program SAS by example! Learning SAS by Example, A Programmer’s Guide, Second Edition, teaches SAS programming from very basic concepts to more advanced topics. Because most programmers prefer examples rather than reference-type syntax, this book uses short examples to explain each topic. The second edition has brought this classic book on SAS programming up to the latest SAS version, with new chapters that cover topics such as PROC SGPLOT and Perl regular expressions. This book belongs on the shelf (or e-book reader) of anyone who programs in SAS, from those with little programming experience who want to learn SAS to intermediate and even advanced SAS programmers who want to learn new techniques or identify new ways to accomplish existing tasks. In an instructive and conversational tone, author Ron Cody clearly explains each programming technique and then illustrates it with one or more real-life examples, followed by a detailed description of how the program works. The text is divided into four major sections: Getting Started, DATA Step Processing, Presenting and Summarizing Your Data, and Advanced Topics. Subjects addressed include Reading data from external sources Learning details of DATA step programming Subsetting and combining SAS data sets Understanding SAS functions and working with arrays Creating reports with PROC REPORT and PROC TABULATE Getting started with the SAS macro language Leveraging PROC SQL Generating high-quality graphics Using advanced features of user-defined formats and informats Restructuring SAS data sets Working with multiple observations per subject Getting started with Perl regular expressions You can test your knowledge and hone your skills by solving the problems at the end of each chapter.



Time Series Analysis Using SAS Enterprise Guide

Author : Timina Liu

Publisher : Springer Nature

Page : 137 pages

File Size : 28,32 MB

Release : 2020-02-19

Category : Computers

ISBN : 9811503214

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Book Description

This is the first book to present time series analysis using the SAS Enterprise Guide software. It includes some starting background and theory to various time series analysis techniques, and demonstrates the data analysis process and the final results via step-by-step extensive illustrations of the SAS Enterprise Guide software. This book is a practical guide to time series analyses in SAS Enterprise Guide, and is valuable resource that benefits a wide variety of sectors.



SAS System for Regression

Author : Rudolf Freund

Publisher : John Wiley & Sons

Page : 258 pages

File Size : 46,35 MB

Release : 2000-12-29

Category : Mathematics

ISBN : 0471416649

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Book Description

SAS® System for Regression Learn to perform a wide variety of regression analyses using SAS® software with this example-driven revised favorite from SAS Publishing. With this Third Edition you will learn the basics of performing regression analyses using a wide variety of models including nonlinear models. Other topics covered include performing linear regression analyses using PROC REG diagnosing and providing remedies for data problems, including outliers and multicollinearity. Examples feature numerous SAS procedures including REG, PLOT, GPLOT, NLIN, RSREG, AUTOREG, PRINCOMP, and others. A helpful discussion of theory is supplied where necessary. Some knowledge of both regression and the SAS System are assumed. New for this edition The Third Edition includes revisions, updated material, and new material. You’ll find new information on using SAS/INSIGHT® software regression with a binary response with emphasis on PROC LOGISTIC nonparametric regression (smoothing) using moving averages and PROC LOESS. Additionally, updated material throughout the book includes high-resolution PROC REG graphics output, using the OUTEST option to produce a data set, and using PROC SCORE to predict another data set.



Business Survival Analysis Using SAS

Author : Jorge Ribeiro

Publisher : Independently Published

Page : 236 pages

File Size : 29,58 MB

Release : 2022-01-27

Category :

ISBN :

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Book Description

Solve business problems involving time-to-event and resulting probabilities by following the modeling tutorials in Business Survival Analysis Using SAS: An Introduction to Lifetime Probabilities, the first book to be published in the field of business survival analysis! Survival analysis is a challenge. Books applying to health sciences exist, but nothing about survival applications for business has been available until now. Written for analysts, forecasters, econometricians, and modelers who work in marketing or credit risk and have little SAS modeling experience, Business Survival Analysis Using SAS builds on a foundation of SAS code that works in any survival model and features numerous annotated graphs, coefficients, and statistics linked to real business situations and data sets. This guide also helps recent graduates who know the statistics but do not necessarily know how to apply them get up and running in their jobs. By example, it teaches the techniques while avoiding advanced theoretical underpinnings so that busy professionals can rapidly deliver a survival model to meet common business needs. From first principles, this book teaches survival analysis by highlighting its relevance to business cases. A pragmatic introduction to survival analysis models, it leads you through business examples that contextualize and motivate the statistical methods and SAS coding. Specifically, it illustrates how to build a time-to-next-purchase survival model in SAS Enterprise Miner, and it relates each step to the underlying statistics and to Base SAS and SAS/STAT software. Following the many examples-from data preparation to validation to scoring new customers-you will learn to develop and apply survival analysis techniques to scenarios faced by companies in the financial services, insurance, telecommunication, and marketing industries, including the following scenarios: Time-to-next-purchase for marketing Employer turnover for human resources Small business portfolio macroeconometric stress tests for banks International Financial Reporting Standard (IFRS 9) lifetime probability of default for banks and building societies "Churn," or attrition, models for the telecommunications and insurance industries



Common Statistical Methods for Clinical Research with SAS Examples, Third Edition

Author : Glenn Walker

Publisher : SAS Institute

Page : 553 pages

File Size : 49,27 MB

Release : 2010-02-15

Category : Mathematics

ISBN : 1607644258

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Book Description

Glenn Walker and Jack Shostak's Common Statistical Methods for Clinical Research with SAS Examples, Third Edition, is a thoroughly updated edition of the popular introductory statistics book for clinical researchers. This new edition has been extensively updated to include the use of ODS graphics in numerous examples as well as a new emphasis on PROC MIXED. Straightforward and easy to use as either a text or a reference, the book is full of practical examples from clinical research to illustrate both statistical and SAS methodology. Each example is worked out completely, step by step, from the raw data. Common Statistical Methods for Clinical Research with SAS Examples, Third Edition, is an applications book with minimal theory. Each section begins with an overview helpful to nonstatisticians and then drills down into details that will be valuable to statistical analysts and programmers. Further details, as well as bonus information and a guide to further reading, are presented in the extensive appendices. This text is a one-source guide for statisticians that documents the use of the tests used most often in clinical research, with assumptions, details, and some tricks--all in one place. This book is part of the SAS Press program.



The Little SAS Book

Author : Lora D. Delwiche

Publisher : SAS Institute

Page : 512 pages

File Size : 45,82 MB

Release : 2019-10-11

Category : Computers

ISBN : 1642953431

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Book Description

A classic that just keeps getting better, The Little SAS Book is essential for anyone learning SAS programming. Lora Delwiche and Susan Slaughter offer a user-friendly approach so that readers can quickly and easily learn the most commonly used features of the SAS language. Each topic is presented in a self-contained, two-page layout complete with examples and graphics. Nearly every section has been revised to ensure that the sixth edition is fully up-to-date. This edition is also interface-independent, written for all SAS programmers whether they use SAS Studio, SAS Enterprise Guide, or the SAS windowing environment. New sections have been added covering PROC SQL, iterative DO loops, DO WHILE and DO UNTIL statements, %DO statements, using variable names with special characters, the ODS EXCEL destination, and the XLSX LIBNAME engine. This title belongs on every SAS programmer's bookshelf. It's a resource not just to get you started, but one you will return to as you continue to improve your programming skills. Learn more about the updates to The Little SAS Book, Sixth Edition here. Reviews for The Little SAS Book, Sixth Edition can be read here.



Applied Econometrics

Author : Chung-ki Min

Publisher : Routledge

Page : 242 pages

File Size : 49,31 MB

Release : 2019-03-08

Category : Business & Economics

ISBN : 0429656505

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Book Description

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.



Economic and Business Forecasting

Author : John E. Silvia

Publisher : John Wiley & Sons

Page : 400 pages

File Size : 39,71 MB

Release : 2014-03-10

Category : Business & Economics

ISBN : 1118569547

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Book Description

Discover the secrets to applying simple econometric techniques to improve forecasting Equipping analysts, practitioners, and graduate students with a statistical framework to make effective decisions based on the application of simple economic and statistical methods, Economic and Business Forecasting offers a comprehensive and practical approach to quantifying and accurate forecasting of key variables. Using simple econometric techniques, author John E. Silvia focuses on a select set of major economic and financial variables, revealing how to optimally use statistical software as a template to apply to your own variables of interest. Presents the economic and financial variables that offer unique insights into economic performance Highlights the econometric techniques that can be used to characterize variables Explores the application of SAS software, complete with simple explanations of SAS-code and output Identifies key econometric issues with practical solutions to those problems Presenting the "ten commandments" for economic and business forecasting, this book provides you with a practical forecasting framework you can use for important everyday business applications.