TY  - BOOK
AU  - Vinod,Hrishikesh D.
AU  - Rao,C.Radhakrishna
TI  - Financial, macro and micro econometrics using R
T2  - Handbook of statistics
SN  - 9780128202500
U1  - 330.015195 (F) 23
CY  - Amsterdam
PB  - North-Holland/Elsevier, [2020]
KW  - Econometrics
KW  - R (Computer program language)
KW  - fast
N1  - Includes bibliographical references and index
N2  - 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
UR  - http://www.sciencedirect.com/
ER  -