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Financial, Macro and Micro Econometrics Using R

  • 1st Edition, Volume 42 - January 20, 2020
  • Editors: Hrishikesh D. Vinod, C.R. Rao
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 1 2 - 8 2 0 2 5 0 - 0
  • eBook ISBN:
    9 7 8 - 0 - 1 2 - 8 2 0 2 5 1 - 7

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic fro… Read more

Financial, Macro and Micro Econometrics Using R

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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.