Financial, Macro and Micro Econometrics Using R
Hrishikesh D Vinod editor CR Rao editor
Format:Hardback
Publisher:Elsevier Science & Technology
Published:20th Jan '20
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9780128202500
Dimensions: unknown
Weight: 310g
349 pages