Using SAS for Econometrics

Dr. Hill is a professor of economics at Louisiana State University. He received his bachelors from Duke University and his doctorate from University of Missouri-Columbia. He has published a wealth of journal articles, papers in books and dissertations. Dr. Hill served as a consultant to AT&T, Georgia Power Company, and Southern Company of Birmingham. He has received over a dozen commendations from Louisiana State and other institutions for excellence in teaching.

• 1. Introducing SAS 12. The Simple Linear Regression Model 503. Interval Estimation and Hypothesis Testing 824. Prediction, Goodness-of-Fit, and Modeling Issues 1035. The Multiple Regression Model 1306. Further Inference in the Multiple Regression Model 1627. Using Indicator Variables 1908. Heteroskedasticity 2079. Regression with Time-Series Data: Stationary Variables 26410. Random Regressors and Moment-Based Estimation 30411. Simultaneous Equations Models 34612. Regression with Time-Series Data: Nonstationary Variables 36913. Vector Error Correction and Vector Autoregressive Models 39014. Time-Varying Volatility and ARCH Models 40615. Panel Data Models 42816. Qualitative and Limited Dependent Variable Models 468Appendix A. Math Functions 522Appendix B. Probability 528Appendix C. Review of Statistical Inference 541