brooks 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 fi nance to Accompanyto Econometrics Introductory for Finance RATS Handbook and beyond. It provides Chris Brooks is Professor of Finance numerous worked examples at the ICMA Centre, University with carefully annotated code of Reading, UK, where he also obtained his Ph.D. He has published RATS Handbook and detailed explanations of over sixty articles in leading the outputs, giving readers the academic and practitioner journals knowledge and confi dence to including the Journal of Business, the Journal of Banking and Finance, to Accompany use the software for their own the Journal of Empirical Finance, the research and to interpret their Review of Economics and Statistics and own results. A wide variety the Economic Journal. He is Associate Editor of a number of journals Introductory of important modelling approaches is covered, including the International Journal of including such topics as time-series analysis and Forecasting. He has also acted forecasting, volatility modelling, limited dependent as consultant for various banks and professional bodies in the Econometrics variable and panel methods, switching models and fi elds of fi nance, econometrics and simulations methods. real estate. for Finance
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The book is supported by an accompanying website containing freely downloadable data and chris brooks RATS instructions.
designed by Phil Treble RATS Handbook to Accompany Introductory Econometrics for Finance
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 is 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.
Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over 60 articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal. He is associate editor of a number of journals including the International Journal of Forecasting. He has also acted as consultant for various banks and professional bodies in the fields of finance, econometrics and real estate.
RATS Handbook to Accompany Introductory Econometrics for Finance
Chris Brooks ICMA Centre cambridge university press Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, Sa˜o Paulo, Delhi Cambridge University Press The Edinburgh Building, Cambridge CB2 8RU, UK Published in the United States of America by Cambridge University Press, New York www.cambridge.org Information on this title: www.cambridge.org/9780521721684