RATS Handbook to Accompany Introductory Econometrics for Finance
By (author) Chris Brooks
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RATS Handbook to Accompany Introductory Econometrics for Finance by Chris Brooks
Book DescriptionWritten 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.
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Book DetailsISBN: 9780521896955
(246mm x 189mm x 18mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 6-Nov-2008
Country of Publication: United Kingdom
Books By Author Chris Brooks
Introductory Econometrics for Finance, Paperback (May 2014)
The only econometrics textbook written specifically for finance students with no prior knowledge of econometrics, including extensive online student support.
English Wool Market, C.1230-1327, Paperback (February 2011)
A study of the importance of the wool market in England during the Middle Ages.
Real Estate Modelling and Forecasting, Hardback (April 2010)
The first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners.
RATS Handbook to Accompany Introductory Econometrics for Finance, Paperback (November 2008)» View all books by Chris Brooks
An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.
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Author Biography - Chris Brooks
Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal. He is associate editor of a number of journals including the International Journal of Forecasting. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.
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