| Financial, Macro and Micro Econometrics Using R: Volume 42 Contributor(s): Vinod, Hrishikesh D., Rao, C. R. |
|
 |
ISBN: 0128202505 ISBN-13: 9780128202500 Publisher: North-Holland OUR PRICE: $247.50 Product Type: Hardcover Published: January 2020 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes |
| LCCN: 2021276109 |
| Physical Information: 0.81" H x 6" W x 9" (1.40 lbs) 349 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |