RATS Handbook to Accompany Introductory Econometrics for Finance – Chris Brooks

RATS Handbook to Accompany Introductory Econometrics for Finance – Chris Brooks

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Description

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.

Provides instructions for writing RATS code with detailed annotation allowing readers to follow commands and modify them to apply to their own data and research questions
Screen captures show how to use menus and fill in wizards
Includes detailed discussions of outputs from the RATS package giving readers the knowledge and confidence to interpret their own results

Review 

John Satish Sharma:

This book along with the Econometrics textbook and supporting website, provides a comprehensive training in all facets of Econometrics. This includes: theory, applications as well as knowledge in the use of the RATS packages which is very useful for intermediate to advanced econometric applications. Highly recommended!!!

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