Financial, Macro and Micro Econometrics Using R
| By: | null |
| Publisher: | Elsevier S & T |
| Print ISBN: | 9780128202500 |
| eText ISBN: | 9780128202517 |
| Edition: | 0 |
| Copyright: | 2020 |
| Format: | Reflowable |
Lifetime - $312.50
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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