Financial, macro and micro econometrics using R /

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:	Econometrics. R (Computer program language) Econometrics. R (Computer program language)
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.

Description
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.
Physical Description:	xv, 333 pages : illustrations ; 24 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	9780128202500 0128202505 9780128202517