Financial, Macro and Micro Econometrics Using R

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