Written 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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