RATS,WinRATS,MacRATS,参考文献 - インフォーマティック（株）

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RATS に関する本、参考書

RATS: Handbook for Econometric Time Series

　　　　by Walter Enders　ISBN: 0471148946

このたび筑波大学の徳永澄憲教授の訳による翻訳書がシーエーピー社より刊行されましたのご案内いたします。

RATSによる経済時系列分析入門

　　　　by Walter Enders

　　　　筑波大学　徳永澄憲　訳

　ISBN4-916092-61-9

　定価　2,800円

　シーエーピー出版株式会社

　TEL: 03-3228-1221

　全国書店にて販売

 
      RATS: Handbook for Econometric Time Series

      　　　　by Walter Enders　ISBN: 0471148946

      A workbook/disk on performing estimations with RATS 4.0 or later, with
overviews of topics in time-series analysis; discussion of RATS
instructions and procedures relevant to each topic; sample programs;
discussion of output; and exercises. After an introduction to RATS, topics
include stationary time-series; modeling volatility; and cointegration
and error correction. For students in statistical analysis. The
accompanying disk contains data sets for estimations described in the
text.

Applied Econometric Times Series

　　　　by Walter Enders　ISBN: 0471039411　　￥14,000-

A review
      of recent advances in time series analysis, providing a

      balance between macro and microeconomic application and using

      examples drawn from agricultural economics, international finance,
      and

      transnational terrorism. Emphasizes the importance of difference

      equations, and assumes some background in multiple regression

      analysis. Software packages such as RATS, SAS, or SHAZAM are

      necessary to work through the exercises. A data disk with computer

      programs accompanies the Instructor's Manual. 

      It covers modern time series analysis from the sole

      prerequisite of an introductory course in multiple regression
      analysis.

      Describes the theory of difference equations, demonstrating that
      they

      are the foundation of all time-series models with emphasis on
      the

      Box-Jenkins methodology. Considers many recent developments in

      time series analysis including unit root tests, ARCH models,

      cointegration/error-correction models, vector autoregressions
      and

      more. There are numerous examples...



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