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A practical companion for finance students working with Introductory Econometrics for Finance, this handbook focuses on applied time-series modelling using the RATS software: Provides comprehensive examples with annotated RATS code and output explanations Covers essential modeling techniques including: Classical linear regression Diagnostic testing ARMA models Multivariate time-series Long-run relationship models (cointegration) Volatility and correlation models Switching models Panel data methods Limited dependent variable models Simulation techniques Cambridge University Press & Assessment Includes downloadable data and RATS code via a supporting website

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245: $a: RATS Handbook to Accompany: Introductory Econometrics for Finance
245: $b:
082: $a:
100: $a: Chris Brooks
650: $a: Finance
250: $a:
440: $v:
250: $b: Cambridge University Press
250: $c: 2008
020: $a: 978‑0521896955
300: $a: 214