Do you want to recognize the most suitable models for analysis of
statistical data sets? This book provides a hands-on practical guide
to using the most suitable models for analysis of statistical data
sets using EViews - an interactive Windows-based computer software
program for sophisticated data analysis, regression, and forecasting -
to define and test statistical hypotheses. Rich in examples and with
an emphasis on how to develop acceptable statistical models, Time
Series Data Analysis Using EViews is a perfect complement to
theoretical books presenting statistical or econometric models for
time series data. The procedures introduced are easily extendible to
cross-section data sets. The author: Provides step-by-step directions
on how to apply EViews software to time series data analysis Offers
guidance on how to develop and evaluate alternative empirical models,
permitting the most appropriate to be selected without the need for
computational formulae Examines a variety of times series models,
including continuous growth, discontinuous growth, seemingly causal,
regression, ARCH, and GARCH as well as a general form of nonlinear
time series and nonparametric models Gives over 250 illustrative
examples and notes based on the author's own empirical findings,
allowing the advantages and limitations of each model to be understood
Describes the theory behind the models in comprehensive appendices
Provides supplementary information and data sets An essential tool for
advanced undergraduate and graduate students taking finance or
econometrics courses. Statistics, life sciences, and social science
students, as well as applied researchers, will also find this book an
invaluable resource.
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Produktdetaljer
ISBN
9781118176306
Publisert
2018
Utgave
1. utgave
Utgiver
Vendor
Wiley Professional, Reference & Trade
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter