Financial, macro and micro econometrics using R /
Financial, macro and micro econometrics using R /
edited by Hrishikesh D. Vinod, C. R. Rao.
- xv, 333 pages : illustrations ; 24 cm.
- Handbook of statistics ; volume 42 .
- Handbook of statistics (Amsterdam, Netherlands) ; 42. .
Includes bibliographical references and index.
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.
Current copyright fee: GBP32.84 5\1.
9780128202500
2021276109
GBC011453 bnb
019688782 Uk
Econometrics.
R (Computer program language)
Econometrics.
R (Computer program language)
330.015195 (F)
Includes bibliographical references and index.
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.
Current copyright fee: GBP32.84 5\1.
9780128202500
2021276109
GBC011453 bnb
019688782 Uk
Econometrics.
R (Computer program language)
Econometrics.
R (Computer program language)
330.015195 (F)