Econometrics Using R
Publisher: Elsevier Science & Technology
Published: 2019
Language: eng
Number of pages: 314
ISBN-13: 9780444643117
Description: Provides state-of-the-art information on important topics in econometrics, including quantitative game theory, 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, productivity and financial market jumps and co-jumps, among others.