Using SAS for Econometrics, 4th Edition

Book Preface

The programs in this book assume that the default SAS directory contains all the SAS files for data in Principles of Econometrics, 4e (Hill, Griffiths and Lim, 2011, John Wiley and Sons, Inc.) There are a tremendous number of other resources available for learning SAS. Google “Learning SAS” and you will find more than one-half million hits. Appendix 1A is “A Guide to Using SAS Help and Online Documentation,” which gives perspectives on SAS Help systems.

A supplement such as this is actually quite essential for use in a classroom environment, for those attempting to learn SAS, and for quick and useful reference. The SAS documentation comes in many volumes, and several are thousands of pages long. This makes for a very difficult challenge when getting started with SAS. The previously published Learning SAS: A Computer Handbook for Econometrics (Hill, John Wiley & Sons, 1993) is now difficult to obtain, and out of date.

The design of the book will be such that it is not tied exclusively to Principles of Econometrics, 4e (Hill, Griffiths and Lim, 2011, John Wiley and Sons, Inc.). It will follow the outline of Principles of Econometrics, 4e, and will use Principles of Econometrics, 4e data and empirical examples from the book, but we have included enough background material on econometrics so that instructors using other texts could easily use this manual as a supplement.

The volume spans several levels of econometrics. It will be suitable for undergraduate
students who will use “canned” SAS statistical procedures, and for graduate students who will use advanced procedures as well as direct programming in SAS’s matrix language, discussed in chapter appendices. Our general strategy has been to include material within the chapters that is accessible to undergraduate and or Masters students, with appendices to chapters devoted to more advanced materials and matrix programming.