SAS/ETS Software: Applications Guide 2, Version 6, First Edition
Reference Aids ix
Credits xi
Acknowledgments xiii
Using This Book xv
Part 1 Econometric Modeling
Chapter 1 Background Topics
- Introduction
- Empirical Questions or Goals
- Data and Data Processing
- Empirical Analysis Questions and Tasks
- Presenting Your Findings
- Chapter Summary
- Learning More
- References
Chapter 2 Fitting OLS Regression Models
- Introduction
- Fitting a Capital Asset Pricing Model
- Fitting a Production Function
- Chapter Summary
- Learning More
- References
Chapter 3 Using Dummy Variables
- Introduction
- Fitting a Consumption Function
- Using a Dummy Variable as an Intercept Shifter
- Using Intercept and Slope Dummies
- Chapter Summary
- Learning More
- References
Chapter 4 Violations of the OLS Error Assumptions
- Introduction
- Autocorrelation across Time
- Heteroskedasticity
- Chapter Summary
- Learning More
- References
Chapter 5 Fitting Regression Models with Lagged Variables
- Introduction
- Infinite Lag Regression Models
- Polynomial Distributed Lag Models
- Chapter Summary
- Other Relevant SAS Publications
- References
Chapter 6 Fitting Systems of Linear Equations
- Introduction
- A Small Model of the U.S. Economy
- A Supply and Demand Model
- Chapter Summary
- Learning More
- References
Chapter 7 Fitting Nonlinear Models
- Introduction
- Fitting a Growth Curve
- Fitting a Production Function
- Chapter Summary
- Learning More
- References
Chapter 8 Fitting Time Series Cross-Sectional Models
- Introduction
- Methods of TSCS Analysis
- Modeling Electricity Demand
- Summary
- Learning More
- References
Part 2 Simulation
Chapter 9 Introduction to Simulation
- Introduction
- Simulating a Single-Equation Model
- Comparing Models
- Using the Fitted Model
- Chapter Summary
- Learning More
- References
Chapter 10 Simulating Regression Models with Lagged Variables
- Introduction
- Modeling with Lagged Independent Variables
- Modeling Consumer Expenditures
- Chapter Summary
- Learning More
- References
Chapter 11 Simulating Systems of Linear Equations
- Introduction
- Simulating a System of Linear Equations
- Solving Simultaneous Equation Models
- Chapter Summary
- Learning More
- References
Chapter l2 Simulating Nonlinear Equations
- Introduction
- Simulating a Nonlinear Equation
- Solving Nonlinear Equations
- Chapter Summary
- Learning More
- References
Part 3 Forecasting
Chapter 13 Introduction to Forecasting
- Introduction
- Forecasting the General Fund Model
- Scenario Forecasting
- Chapter Summary
- Learning More
- References
Chapter 14 Forecasting Regression Models with Lagged Variables
- Introduction
- Lagging Endogenous Variables: The Koyck Lag Model
- Lagging Exogenous Variables: The Almon PDL Model
- Chapter Summary
- Learning More
- References
Chapter 15 Forecasting with Linear Systems
- Introduction
- Scenario Forecasting the Klein Model 1
- Validating Models through Forecasting
- Chapter Summary
- Learning More
- References
Chapter 16 Combining Forecasting Methods
- Introduction
- Fitting Forecasting Models
- Combining Forecasts
- Fitting a Simple Transfer Function
- Comparing Forecasts with Reality
- Chapter Summary
- Learning More
- References
- Glossary
Index