Econometric Approach to Financial Analysis, Planning, and Forecasting

Cheng-Few Lee (), Hong-Yi Chen () and John Lee ()
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Cheng-Few Lee: Rutgers University, Department of Finance and Economics, Rutgers Business School
Hong-Yi Chen: National Central University, Department of Finance
John Lee: Center for PBBEF Research

Chapter Chapter 5 in Financial Econometrics, Mathematics and Statistics, 2019, pp 125-157 from Springer

Abstract: Abstract Following Chap. 4 , we apply simultaneous equationSimultaneous equation models in discussing how econometrics methods and accounting data can be used for financial analysis, planning, and forecasting. The models used in this chapter include single-equation model, two-stage least squaresTwo-stage least squares model, three-stage least squaresThree-stage least squares model, and SURSeemingly Uncorrelated Regression (SUR) estimation method. In addition, we discuss the relationship among programming, simultaneous equationSimultaneous equation , and the econometric method.

Keywords: Endogenous variables; Exogenous variables; Two-stage least squares; Three-stage least squares; Seemingly uncorrelated regression (SUR); Simultaneous econometric models (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4939-9429-8_5

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DOI: 10.1007/978-1-4939-9429-8_5

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