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Financial, Macro and Micro Econometrics Using R: Volume 42
Hardcover
Series: Handbook of Statistics, Book 42
ISBN13: 9780128202500
Publisher: North-Holland
Published: Jan 20 2020
Pages: 349
Weight: 1.40
Height: 0.81 Width: 6.00 Depth: 9.00
Language: English
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.
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