MARC details
| 000 -LEADER |
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05852cam a22003854i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20221101221903.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
090724s2009 njua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2008004315 |
| 011 ## - LINKING LIBRARY OF CONGRESS CONTROL NUMBER [OBSOLETE] |
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| Local cataloguing issues note |
BIB MATCHES WORLDCAT |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0470129492 |
| Qualifying information |
cloth |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780470129494 |
| Qualifying information |
cloth |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(ATU)b11472297 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)191758456 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
YDX |
| -- |
YDXCP |
| -- |
BTCTA |
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BAKER |
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CDX |
| -- |
BWX |
| -- |
ATU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139 |
| Item number |
.A46 2009 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.0285555 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ajmani, Vivek B., |
| Relator term |
author. |
| 9 (RLIN) |
1074556 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Applied econometrics using the SAS system / |
| Statement of responsibility, etc. |
Vivek B. Ajmani. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Hoboken, N.J. : |
| Name of producer, publisher, distributor, manufacturer |
John Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2009] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2009 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xv, 311 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
28 cm |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references (pages 299-301) and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Introduction to Regression Analysis -- |
| Miscellaneous information |
1.1. |
| Title |
Introduction -- |
| Miscellaneous information |
1.2. |
| Title |
Matrix Form of the Multiple Regression Model -- |
| Miscellaneous information |
1.3. |
| Title |
Basic Theory of Least Squares -- |
| Miscellaneous information |
1.4. |
| Title |
Analysis of Variance -- |
| Miscellaneous information |
1.5. |
| Title |
The Frisch - Waugh Theorem -- |
| Miscellaneous information |
1.6. |
| Title |
Goodness of Fit -- |
| Miscellaneous information |
1.7. |
| Title |
Hypothesis Testing and Confidence Intervals -- |
| Miscellaneous information |
1.8. |
| Title |
Some Further Notes -- |
| Miscellaneous information |
2. |
| Title |
Regression Analysis Using Proc IML and Proc Reg -- |
| Miscellaneous information |
2.1. |
| Title |
Introduction -- |
| Miscellaneous information |
2.2. |
| Title |
Regression Analysis Using Proc IML -- |
| Miscellaneous information |
2.3. |
| Title |
Analyzing the Data Using Proc Reg -- |
| Miscellaneous information |
2.4. |
| Title |
Extending the Investment Equation Model to the Complete Data Set -- |
| Miscellaneous information |
2.5. |
| Title |
Plotting the Data -- |
| Miscellaneous information |
2.6. |
| Title |
Correlation Between Variables -- |
| Miscellaneous information |
2.7. |
| Title |
Predictions of the Dependent Variable -- |
| Miscellaneous information |
2.8. |
| Title |
Residual Analysis -- |
| Miscellaneous information |
2.9. |
| Title |
Multicollinearity -- |
| Miscellaneous information |
3. |
| Title |
Hypothesis Testing -- |
| Miscellaneous information |
3.1. |
| Title |
Introduction -- |
| Miscellaneous information |
3.2. |
| Title |
Using SAS to Conduct the General Linear Hypothesis -- |
| Miscellaneous information |
3.3. |
| Title |
The Restricted Least Squares Estimator -- |
| Miscellaneous information |
3.4. |
| Title |
Alternative Methods of Testing the General Linear Hypothesis -- |
| Miscellaneous information |
3.5. |
| Title |
Testing for Structural Breaks in Data -- |
| Miscellaneous information |
3.6. |
| Title |
The CUSUM Test -- |
| Miscellaneous information |
3.7. |
| Title |
Models with Dummy Variables -- |
| Miscellaneous information |
4. |
| Title |
Instrumental Variables -- |
| Miscellaneous information |
4.1. |
| Title |
Introduction -- |
| Miscellaneous information |
4.2. |
| Title |
Omitted Variable Bias -- |
| Miscellaneous information |
4.3. |
| Title |
Measurement Errors -- |
| Miscellaneous information |
4.4. |
| Title |
Instrumental Variable Estimation -- |
| Miscellaneous information |
4.5. |
| Title |
Specification Tests -- |
| Miscellaneous information |
5. |
| Title |
Nonspherical Disturbances and Heteroscedasticity -- |
| Miscellaneous information |
5.1. |
| Title |
Introduction -- |
| Miscellaneous information |
5.2. |
| Title |
Nonspherical Disturbances -- |
| Miscellaneous information |
5.3. |
| Title |
Detecting Heteroscedasticity -- |
| Miscellaneous information |
5.4. |
| Title |
Formal Hypothesis Tests to Detect Heteroscedasticity -- |
| Miscellaneous information |
5.5. |
| Title |
Estimation of b Revisited -- |
| Miscellaneous information |
5.6. |
| Title |
Weighted Least Squares and FGLS Estimation -- |
| Miscellaneous information |
5.7. |
| Title |
Autoregressive Conditional Heteroscedasticity -- |
| Miscellaneous information |
6. |
| Title |
Autocorrelation -- |
| Miscellaneous information |
6.1. |
| Title |
Introduction -- |
| Miscellaneous information |
6.2. |
| Title |
Problems Associated with OLS Estimation Under Autocorrelation -- |
| Miscellaneous information |
6.3. |
| Title |
Estimation Under the Assumption of Serial Correlation -- |
| Miscellaneous information |
6.4. |
| Title |
Detecting Autocorrelation -- |
| Miscellaneous information |
6.5. |
| Title |
Using SAS to Fit the AR Models -- |
| Miscellaneous information |
7. |
| Title |
Panel Data Analysis -- |
| Miscellaneous information |
7.1. |
| Title |
What is Panel Data? -- |
| Miscellaneous information |
7.2. |
| Title |
Panel Data Models -- |
| Miscellaneous information |
7.3. |
| Title |
The Pooled Regression Model -- |
| Miscellaneous information |
7.4. |
| Title |
The Fixed Effects Model -- |
| Miscellaneous information |
7.5. |
| Title |
Random Effects Models -- |
| Miscellaneous information |
8. |
| Title |
Systems of Regression Equations -- |
| Miscellaneous information |
8.1. |
| Title |
Introduction -- |
| Miscellaneous information |
8.2. |
| Title |
Estimation Using Generalized Least Squares -- |
| Miscellaneous information |
8.3. |
| Title |
Special Cases of the Seemingly Unrelated Regression Model -- |
| Miscellaneous information |
8.4. |
| Title |
Feasible Generalized Least Squares -- |
| Miscellaneous information |
9. |
| Title |
Simultaneous Equations -- |
| Miscellaneous information |
9.1. |
| Title |
Introduction -- |
| Miscellaneous information |
9.2. |
| Title |
Problems with OLS Estimation -- |
| Miscellaneous information |
9.3. |
| Title |
Structural and Reduced Form Equations -- |
| Miscellaneous information |
9.4. |
| Title |
The Problem of Identification -- |
| Miscellaneous information |
9.5. |
| Title |
Estimation of Simultaneous Equation Models -- |
| Miscellaneous information |
9.6. |
| Title |
Hausman's Specification Test -- |
| Miscellaneous information |
10. |
| Title |
Discrete Choice Models -- |
| Miscellaneous information |
10.1. |
| Title |
Introduction -- |
| Miscellaneous information |
10.2. |
| Title |
Binary Response Models -- |
| Miscellaneous information |
10.3. |
| Title |
Poisson Regression -- |
| Miscellaneous information |
11. |
| Title |
Duration Analysis -- |
| Miscellaneous information |
11.1. |
| Title |
Introduction -- |
| Miscellaneous information |
11.2. |
| Title |
Failure Times and Censoring -- |
| Miscellaneous information |
11.3. |
| Title |
The Survival and Hazard Functions -- |
| Miscellaneous information |
11.4. |
| Title |
Commonly Used Distribution Functions in Duration Analysis -- |
| Miscellaneous information |
11.5. |
| Title |
Regression Analysis with Duration Data -- |
| Miscellaneous information |
12. |
| Title |
Special Topics -- |
| Miscellaneous information |
12.1. |
| Title |
Iterative FGLS Estimation Under Heteroscedasticity -- |
| Miscellaneous information |
12.2. |
| Title |
Maximum Likelihood Estimation Under Heteroscedasticity -- |
| Miscellaneous information |
12.3. |
| Title |
Harvey's Multiplicative Heteroscedasticity -- |
| Miscellaneous information |
12.4. |
| Title |
Groupwise Heteroscedasticity -- |
| Miscellaneous information |
12.5. |
| Title |
Hausman - Taylor Estimator for the Random Effects Model -- |
| Miscellaneous information |
12.6. |
| Title |
Robust Estimation of Covariance Matrices in Panel Data -- |
| Miscellaneous information |
12.7. |
| Title |
Dynamic Panel Data Models -- |
| Miscellaneous information |
12.8. |
| Title |
Heterogeneity and Autocorrelation in Panel Data Models -- |
| Miscellaneous information |
12.9. |
| Title |
Autocorrelation in Panel Data -- |
| Miscellaneous information |
Appendix A. |
| Title |
Basic Matrix Algebra for Econometrics -- |
| -- |
B.1 Assigning Scalars -- |
| Miscellaneous information |
Appendix C. |
| Title |
Simulating the Large Sample Properties of the OLS Estimators -- |
| Miscellaneous information |
Appendix D. |
| Title |
Introduction to Bootstrap Estimation -- |
| Miscellaneous information |
Appendix E. |
| Title |
Complete Programs and Proc IML Routines. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"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 ."--Publisher's website. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Machine converted from AACR2 source record. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
SAS (Computer file) |
| 9 (RLIN) |
312976 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics |
| General subdivision |
Computer programs |
| 9 (RLIN) |
769759 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
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| b |
11-07-17 |
| c |
27-10-15 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
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| a |
330.0285555 AJM |
| g |
1 |
| i |
A468837B |
| j |
0 |
| l |
cmain |
| o |
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| p |
$93.24 |
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29-10-15 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
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b |
| -- |
c |
| Operator's initials, OID (RLIN) |
06-04-16 |
| Cataloger's initials, CIN (RLIN) |
m |
| First date, FD (RLIN) |
a |
| -- |
eng |
| -- |
nju |
| -- |
0 |
