Financial, Macro and Micro Econometrics Using R

AvHrishikesh D. Vinod,C. R. Rao

Inbunden, Engelska, 2020

Del 42 i serien Handbook of Statistics

3 105 kr

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Beskrivning

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

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