Financial, macro and micro econometrics using R / edited by Hrishikesh D. Vinod, C. R. Rao.

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Material type: Text

TextSeries: Handbook of statistics (Amsterdam, Netherlands) ; 42.Publisher: Amsterdam : North-Holland/Elsevier, [2020] Copyright date: ©2020Description: xv, 333 pages : illustrations ; 24 cmContent type:

text
still image

Media type:

unmediated

Carrier type:

volume

ISBN:

9780128202500

Subject(s):

Additional physical formats: ebook version :: No titleDDC classification:

330.015195 (F) 23

Online resources:

1850-9999

Scope and content: 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.

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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. Uk

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