Time Series Data Analysis Using EViews

Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1118176308
Format: PDF, ePub, Docs
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Do you want to recognize the most suitable models for analysisof statistical data sets? This book provides a hands-on practical guide to using the mostsuitable models for analysis of statistical data sets using EViews- an interactive Windows-based computer software program forsophisticated data analysis, regression, and forecasting - todefine and test statistical hypotheses. Rich in examples and withan emphasis on how to develop acceptable statistical models, TimeSeries Data Analysis Using EViews is a perfect complement totheoretical books presenting statistical or econometric models fortime series data. The procedures introduced are easily extendibleto cross-section data sets. The author: Provides step-by-step directions on how to apply EViewssoftware to time series data analysis Offers guidance on how to develop and evaluate alternativeempirical models, permitting the most appropriate to be selectedwithout the need for computational formulae Examines a variety of times series models, including continuousgrowth, discontinuous growth, seemingly causal, regression, ARCH,and GARCH as well as a general form of nonlinear time series andnonparametric models Gives over 250 illustrative examples and notes based on theauthor's own empirical findings, allowing the advantages andlimitations of each model to be understood Describes the theory behind the models in comprehensiveappendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduatestudents taking finance or econometrics courses. Statistics, lifesciences, and social science students, as well as appliedresearchers, will also find this book an invaluable resource.

Advanced Time Series Data Analysis

Author: I. Gusti Ngurah Agung
Publisher: Wiley
ISBN: 1119504716
Format: PDF, ePub, Mobi
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Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.

Time Series Data Analysis Using EViews

Author: Lavra Filipek
Publisher:
ISBN: 9781681171937
Format: PDF, Kindle
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EViews (Econometric Views) is a statistical package for Windows, used mainly for time-series oriented econometric analysis. Basic time series modelling in EViews, including using lags, taking differences, introducing seasonality and trends, as well as testing for serial correlation, estimating ARIMA models, and using heteroskedastic and autocorrelated consistent standard errors. EViews can be applied for general statistical analysis and econometric analyses, such as cross-section and panel data analysis and time series estimation and forecasting. EViews combines spreadsheet and relational database technology with the traditional tasks found in statistical software, and uses a Windows GUI. 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 presents statistical or econometric models for time series data. This book is designed as a reference tool to time series analysis in a very powerful and popular econometric software, EViews. It will also address the modules and structures of EViews that will help readers to fully harness the capabilities of the software.

Panel Data Analysis using EViews

Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 111871556X
Format: PDF, Mobi
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A comprehensive and accessible guide to panel data analysisusing EViews software This book explores the use of EViews software in creating paneldata analysis using appropriate empirical models and realdatasets. Guidance is given on developing alternativedescriptive statistical summaries for evaluation and providingpolicy analysis based on pool panel data. Various alternativemodels based on panel data are explored, including univariategeneral linear models, fixed effect models and causal models, andguidance on the advantages and disadvantages of each one isgiven. Panel Data Analysis using EViews: ulstyle="line-height: 25px; margin-left: 15px; margin-top: 0px; font-family: Arial; font-size: 13px;" Provides step-by-step guidance on how to apply EViews softwareto panel data analysis using appropriate empirical models and realdatasets. Examines a variety of panel data models along with theauthor’s own empirical findings, demonstrating the advantagesand limitations of each model. Presents growth models, time-related effects models, andpolynomial models, in addition to the models which are commonlyapplied for panel data. Includes more than 250 examples divided into three groups ofmodels (stacked, unstacked, and structured panel data), togetherwith notes and comments. Provides guidance on which models not to use in a givenscenario, along with advice on viable alternatives. Explores recent new developments in panel data analysis An essential tool for advanced undergraduate or graduatestudents and applied researchers in finance, econometrics andpopulation studies. Statisticians and data analysts involvedwith data collected over long time periods will also find this booka useful resource.

Cross Section and Experimental Data Analysis Using EViews

Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 9780470828458
Format: PDF, ePub, Mobi
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A practical guide to selecting and applying the most appropriate model for analysis of cross section data using EViews. "This book is a reflection of the vast experience and knowledge of the author. It is a useful reference for students and practitioners dealing with cross sectional data analysis ... The strength of the book lies in its wealth of material and well structured guidelines ..." Prof. Yohanes Eko Riyanto, Nanyang Technological University, Singapore "This is superb and brilliant. Prof. Agung has skilfully transformed his best experiences into new knowledge ... creating a new way of understanding data analysis." Dr. I Putu Gede Ary Suta, The Ary Suta Center, Jakarta Basic theoretical concepts of statistics as well as sampling methods are often misinterpreted by students and less experienced researchers. This book addresses this issue by providing a hands-on practical guide to conducting data analysis using EViews combined with a variety of illustrative models (and their extensions). Models having numerically dependent variables based on a cross-section data set (such as univariate, multivariate and nonlinear models as well as non-parametric regressions) are concentrated on. It is shown that a wide variety of hypotheses can easily be tested using EViews. Cross Section and Experimental Data Analysis Using EViews: Provides step-by-step directions on how to apply EViews to cross section data analysis - from multivariate analysis and nonlinear models to non-parametric regression Presents a method to test for all possible hypotheses based on each model Proposes a new method for data analysis based on a multifactorial design model Demonstrates that statistical summaries in the form of tabulations are invaluable inputs for strategic decision making Contains 200 examples with special notes and comments based on the author’s own empirical findings as well as over 400 illustrative outputs of regressions from EViews Techniques are illustrated through practical examples from real situations Comes with supplementary material, including work-files containing selected equation and system specifications that have been applied in the book This user-friendly introduction to EViews is ideal for Advanced undergraduate and graduate students taking finance, econometrics, population, or public policy courses, as well as applied policy researchers.

konometrie f r Dummies

Author: Roberto Pedace
Publisher: John Wiley & Sons
ISBN: 3527801529
Format: PDF, ePub
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Theorien verstehen und Techniken anwenden Was haben die Gehälter von Spitzensportlern und der Mindestlohn gemeinsam? Richtig, man kann sie mit Ökonometrie erforschen. Im Buch steht, wie es geht. Und nicht nur dafür, sondern für viele weitere Gebiete lohnt es sich, der zunächst etwas trocken und sperrig anmutenden Materie eine Chance zu geben. Lernen Sie von den Autoren, wie Sie spannende Fragen formulieren, passende Variablen festlegen, treffsichere Modelle entwerfen und Ihre Aussagen auf Herz und Nieren prüfen. Werden Sie sicher im Umgang mit Hypothesentests, Regressionsmodellen, Logit- & Probit-Modellen und allen weiteren gängigen Methoden der Ökonometrie. So begleitet Ökonometrie für Dummies Sie Schritt für Schritt und mit vielen Beispielen samt R Output durch dieses spannende Thema.

Regression

Author: Ludwig Fahrmeir
Publisher: Springer-Verlag
ISBN: 3642018378
Format: PDF
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In dem Band beschreiben die Autoren erstmals klassische Regressionsansätze und moderne nicht- und semiparametrische Methoden in einer integrierten und anwendungsorientierten Form. Um Lesern die Analyse eigener Fragestellungen zu ermöglichen, demonstrieren sie die praktische Anwendung der Konzepte und Methoden anhand ausführlicher Fallstudien. Geeignet für Studierende der Statistik sowie für Wissenschaftler und Praktiker, zum Beispiel in den Wirtschafts- und Sozialwissenschaften, der Bioinformatik und -statistik, Ökonometrie und Epidemiologie.

Zeitreihenmodelle

Author: Andrew C. Harvey
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3486786741
Format: PDF, Docs
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Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.

Prognosetechniken f r Manager

Author: Spyros G. Makridakis
Publisher: Springer-Verlag
ISBN: 3663068706
Format: PDF, Docs
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In den letzten Jahren haben sich die Methoden und Verfahren für Vor hersagen sowohl in der Theorie als auch in der Praxis stark weiterent wickelt. Die Notwendigkeit dafür ergab sich aus der komplexer werden den Unternehmensumwelt und der stärkeren Abhängigkeit des Unter nehmens von eben dieser Umwelt. Allerdings ist, wie so oft, auch auf diesem Gebiet ein deutlicher Zeitabstand zwischen theoretischer Ent wicklung und praktischer Anwendung der Verfahren zu erkennen. Unter der im Umfang geringen Literatur zum Gebiet der Vorhersage verfahren ragen vor allem theoretische Werke heraus, die meist die Ent wicklung und detaillierte Darstellung bestimmter Verfahren zum Gegen stand haben. Nach Auffassung der Autoren fehlen jedoch Veröffent lichungen, die einerseits das gesamte Gebiet der Vorhersageverfahren in Form eines gründlichen Oberblicks einbeziehen, andererseits aber für den Manager im Betrieb leichter faßbar sind und auf seine s!'ezifischen Problemstellungen eingehen. Die Autoren haben daher versucht, im vor liegenden Buch sowohl dem Gesichtspunkt der Verständlichkeit und Anwendbarkeit Rechnung zu tragen, als auch die Spanne der derzeit entwickelten und verfügbaren Verfahren aufzuzeigen. Sie haben dabei den Manager im Auge, der mit betrieblichen Vorhersageproblemen kon frontiert ist und nach Lösungsmöglichkeiten für sein Problem sucht.