TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 132

SAS/Ets User's Guide 132. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1302 F Chapter 18 The MODEL Procedure Output Histogram of Residuals References Aiken . ed. 1985 Stiff Computation New York Oxford University Press. Amemiya T. 1974 The Nonlinear Two-Stage Least-Squares Estimator Journal of Econometrics 2 105-110. Amemiya T. 1977 The Maximum Likelihood Estimator and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model Econometrica 45 4 955-968. Amemiya T. 1985 Advanced Econometrics Cambridge MA Harvard University Press. Andersen . Chung H-J. and Sorensen . 1999 Efficient Method of Moments Estimation of a Stochastic Volatility Model A Monte Carlo Study Journal of Econometrics 91 61-87. References F 1303 Andersen . and Sorensen . 1996 GMM Estimation of a Stochastic Volatility Model A Monte Carlo Study Journal of Business and Economic Statistics 14 328-352. Andrews . 1991 Heteroscedasticity and Autocorrelation Consistent Covariance Matrix Estimation Econometrica 59 3 817-858. Andrews . and Monahan . 1992 Improved Heteroscedasticity and Autocorrelation Consistent Covariance Matrix Estimator Econometrica 60 4 953-966. Bansal R. Gallant . Hussey R. and Tauchen . 1993 Computational Aspects of Nonparametric Simulation Estimation Belsey . ed. Computational Techniques for Econometrics and Economic Analysis Boston MA Kluwer Academic Publishers 3-22. Bansal R. Gallant . Hussey R. and Tauchen . 1995 Nonparametric Estimation of Structural Models for High-Frequency Currency Market Data Journal of Econometrics 66 251-287. Bard Yonathan 1974 Nonlinear Parameter Estimation New York Academic Press. Bates . and Watts . 1981 A Relative Offset Orthogonality Convergence Criterion for Nonlinear Least Squares Technometrics 23 2 179-183. Belsley . Kuh E. and Welsch . 1980 Regression Diagnostics New York John Wiley Sons. Binkley . and Nelson G. 1984 Impact of Alternative Degrees of Freedom Corrections in Two and Three Stage Least Squares .

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư