文件名称：Advanced Topics in Analysis of Economic and Financial Data Using R and SAS
文件大小：1.48MB
文件格式：PDF
更新时间：2012-06-09 05:38:30
R SAS
This is the advanced level of econometrics and financial econometrics with some basic theory and heavy applications. Here, our focuses are on the SKILLS of analyzing real data using advanced econometric techniques and statistical softwares such as SAS and R. This is along the line with our WISE’s spirit “STRONG THEORETICAL FOUNDATION and SKILL EXCELLENCE”. In other words, this course covers basically some advanced topics in analysis of economic and financial data, particularly in nonlinear time series models and some models related to economic and financial applications. The topics covered start from classical approaches to modern modeling techniques even up to the research frontiers. The difference between this course and others is that you will learn step by step how to build a model based on data (or so-called “let data speak themselves”) through real data examples using statistical softwares or how to explore the real data using what you have learned. Therefore, there is no a single book serviced as a textbook for this course so that materials from some books and articles will be provided. However, some necessary handouts, including computer codes like SAS and R codes, will be provided with your help (You might be asked to print out the materials by yourself)