Del 42

Financial, Macro and Micro Econometrics Using R

Inbunden, Engelska, 2020

Av Hrishikesh D. Vinod, C. R. Rao

4 089 kr

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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.



  • Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society
  • Includes descriptions and links to resources and free open source R
  • Gives readers what they need to jumpstart their understanding on the state-of-the-art

Produktinformation

  • Utgivningsdatum2020-01-20
  • Mått152 x 229 x undefined mm
  • Vikt310 g
  • FormatInbunden
  • SpråkEngelska
  • SerieHandbook of Statistics
  • Antal sidor349
  • FörlagElsevier Science
  • ISBN9780128202500