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Conceptual Econometrics Using R: Volume 41
Contributor(s): Rao, C. R. (Editor), Vinod, Hrishikesh D.
ISBN: 0444643117     ISBN-13: 9780444643117
Publisher: North-Holland
OUR PRICE:   $247.50  
Product Type: Hardcover
Published: August 2019
Qty:
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Stochastic Processes
Series: Handbook of Statistics
Physical Information: 0.75" H x 6" W x 9" (1.35 lbs) 330 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, 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, productivity and financial market jumps and co-jumps, among others.