Science & Math | Mathematics

Financial, Macro and Micro Econometrics Using R

by Hrishikesh D. Vinod

2020-07-23 04:46:44

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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,... Read more

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 theJournal of Econometricsor theEconometric 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
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Book Details

File size9 X 6 X 0 in
Print pages349
PublisherNorth Holland
Publication date January 20, 2020
LanguageEnglish
ISBN9780128202517
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Hrishikesh D. Vinod
Author
...

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