Financial, Macro and Micro Econometrics Using R

Volume 42

Voorzijde
250,70
Levertijd: 6 werkdagen
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Bestel
ISBN: 9780128202500
Uitgever: Elsevier
Verschijningsvorm: Hardcover
Auteur: Hrishikesh D. Vinod C.R. Rao
Druk: 1
Paginas: 349
Taal: Engels
Verschijningsjaar: 2020

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.