E-Book, Englisch, Band Volume 42, 349 Seiten
Reihe: Handbook of Statistics
Rao Financial, Macro and Micro Econometrics Using R
1. Auflage 2020
ISBN: 978-0-12-820251-7
Verlag: Elsevier Science & Techn.
Format: EPUB
Kopierschutz: 6 - ePub Watermark
E-Book, Englisch, Band Volume 42, 349 Seiten
Reihe: Handbook of Statistics
ISBN: 978-0-12-820251-7
Verlag: Elsevier Science & Techn.
Format: EPUB
Kopierschutz: 6 - ePub Watermark
Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R - Gives readers what they need to jumpstart their understanding on the state-of-the-art