Financial, macro and micro econometrics using R /

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Bibliographic Details
Imprint:Amsterdam : North-Holland/Elsevier, [2020]
©2020
Description:xv, 333 pages : illustrations ; 24 cm.
Language:English
Series:Handbook of statistics ; 42
Handbook of statistics (Amsterdam, Netherlands) ; 42.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12405128
Hidden Bibliographic Details
Other authors / contributors:Vinod, Hrishikesh D., 1939- editor.
Rao, C. Radhakrishna (Calyampudi Radhakrishna), 1920- editor.
ISBN:9780128202500
0128202505
9780128202517
Notes:Includes bibliographical references and index.
Summary: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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Call Number: HB139.F566 2020
c.1 Available Loan period: standard loan  Scan and Deliver Request for Pickup Need help? - Ask a Librarian