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Cet ouvrage introduit des méthodes de statistiques descriptives et de modélisation pour décrire et représenter au mieux le comportement des variables à partir de séries d'observations. Ces méthodes sont illustrées par des applications dans le domaine de la gestion financière, complétées par l'utilisation du logiciel R libre et facile d'accès. Les auteurs mettent l'accent sur des applications financières concrètes, notamment au travers de la base de données Bankscope qui fournit des informations détaillées sur les banques du monde entier. Des extractions de cette base sont faites pour illustrer directement le cours et des tableaux complets de variables financières sont fournis en complément de l'ouvrage. Des applications financières plus complètes sont traitées en fin de chaque chapitre. L'atout principal de cet ouvrage est de faire une analyse de la situation financière des banques européennes durant la période récente (2005-2010) et par conséquent de voir l'évolution de la crise de 2008. L'utilisation pratique des outils statistiques est rendue plus opérationnelle grâce à l'utilisation du logiciel R dont les codes ainsi que la mise en oeuvre des programmes sont fournis dans toutes les applications au cours et dans les exercices. Cet ouvrage intéressera les étudiants de premier cycle universitaire (Economie-Gestion, Sciences économiques, Finance, AES), les étudiants en formation professionnelle (BTS, DUT, Ecoles de commerce dans le domaine bancaire et financier), les candidats aux concours de la fonction publique et de l'enseignement (CAPES, CAPET, agrégation), ainsi que tes étudiants de deuxième cycle en Sciences économiques ou en première année d'ingénierie financière (réactivation des connaissances en statistiques avec R appliquées à la finance). Il intéressera également les professionnels qui utilisent des données chiffrées dans leur quotidien en faisant appel à des analyses ou à des enquêtes (cadres des banques ou institutions financières, ainsi que professions libérales).

R (Computer program language) --- Econometrics --- Statistics --- Mathematical statistics --- Data processing --- AA / International- internationaal --- 307.32 --- 333.130.1 --- 333.51 --- Bankstatistieken en kredietstatistieken --- Bankbedrijf. Buiten-balans verrichtingen --- Bankinstellingen --- Econometrics - Data processing --- Statistics - Data processing --- Mathematical statistics - Data processing

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This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research. An R package accompanying this book, AER, is available from the Comprehensive R Archive Network (CRAN) at http://CRAN.R-project.org/package=AER. It contains some 100 data sets taken from a wide variety of sources, the full source code for all examples used in the text plus further worked examples, e.g., from popular textbooks. The data sets are suitable for illustrating, among other things, the fitting of wage equations, growth regressions, hedonic regressions, dynamic regressions and time series models as well as models of labor force participation or the demand for health care. The goal of this book is to provide a guide to R for users with a background in economics or the social sciences. Readers are assumed to have a background in basic statistics and econometrics at the undergraduate level. A large number of examples should make the book of interest to graduate students, researchers and practitioners alike. Christian Kleiber is Professor of Econometrics and Statistics at Universität Basel, Switzerland. Achim Zeileis is Assistant Professor in the Dept. of Statistics and Mathematics at Wirtschaftsuniversität Wien, Austria. R users since version 0.64.0, they have been collaborating on econometric methodology in R, including several R packages, for the past eight years. .

Economics/Management Science. --- Econometrics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Game Theory/Mathematical Methods. --- Quantitative Finance. --- Game Theory, Economics, Social and Behav. Sciences. --- Economics. --- Mathematics. --- Finance. --- Economics --- Economics, Mathematical. --- Economie politique --- Mathématiques --- Finances --- Econométrie --- Mathématiques économiques --- Statistics. --- R (Computer program language) --- Econometrics --- Statistics --- Data processing --- Econometrics -- Data processing. --- R (Computer program language). --- Statistics -- Data processing. --- Mathematics --- Mathematical Statistics --- Physical Sciences & Mathematics --- -Econometrics --- -Statistics --- -519.50285 --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Economics, Mathematical --- GNU-S (Computer program language) --- Domain-specific programming languages --- Electronic information resources --- -Electronic information resources --- E-books --- AA / International- internationaal --- 305.971 --- 330.115 --- Speciale gevallen in econometrische modelbouw. --- Econometrie --- 330.115 Econometrie --- Data processing. --- Economic theory. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Speciale gevallen in econometrische modelbouw --- Statistics for Business, Management, Economics, Finance, Insurance. --- Math --- Science --- Funding --- Funds --- Currency question --- Economic theory --- Political economy --- Social sciences --- Economic man --- Statistics . --- Economics, Mathematical . --- Game theory. --- Games, Theory of --- Theory of games --- Mathematical models --- Mathematical economics --- Methodology --- Econometrics - Data processing --- Statistics - Data processing