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.
| ISBN: | 9780128202500 |
| Publication date: | 20th January 2020 |
| Author: | Hrishikesh D Vinod, C Radhakrishna Rao |
| Publisher: | North Holland an imprint of Elsevier Science |
| Format: | Hardback |
| Pagination: | 349 pages |
| Series: | Handbook of Statistics |
| Genres: |
Stochastics |
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.
Financial, Macro and Micro Econometrics Using R features in the following genres: Stochastics
Hardback. Not Available.
Financial, Macro and Micro Econometrics Using R was written by Hrishikesh D Vinod, C Radhakrishna Rao and published by North Holland an imprint of Elsevier Science
Financial, Macro and Micro Econometrics Using R has 349 pages
Yes it is part of Handbook of Statistics series