Financial, Macro and Micro Econometrics Using R: Volume 42
Hardcover 350 pages English January 20, 2020
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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.
- Author:
- Hrishikesh D. Vinod
- Publisher:
- North Holland
- Publication Date:
- January 20, 2020
- Number of pages:
- 350 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 0128202505
- ISBN-13:
- 9780128202500