Conceptual Econometrics Using R
Specificaties
Gebonden, blz.
|
Engels
Elsevier Science |
e druk, 2019
ISBN13: 9780444643117
Rubricering
Onderdeel van serie
Handbook of Statistics
Levertijd ongeveer 8 werkdagen
Samenvatting
Conceptual Econometrics Using R, Volume 41 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.
Specificaties
ISBN13:9780444643117
Taal:Engels
Bindwijze:Gebonden
Uitgever:Elsevier Science
Serie:Handbook of Statistics
Inhoudsopgave
<p>Part I: Statistical Inference<br>1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R<br>Jean-Marie Dufour and Julien Neves<br>2. New exogeneity tests and causal paths<br>Hrishikesh D. Vinod<br>3. Adjusting for bias in long horizon regressions using R<br>Kenneth D. West and Zifeng Zhao<br>4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R<br>Yong Li, Jun Yu and Tao Zeng</p> <p>Part II: Multivariate Models<br>5. Dynamic panel GMM using R<br>Peter C.B. Phillips and Chirok Han<br>6. Vector autoregressive moving average models<br>Wolfgang Scherrer and Manfred Deistler<br>7. Multivariate GARCH models for large-scale applications: A survey<br>Kris Boudt, Alexios Galanos, Scott Payseur and Eric Zivot</p> <p>Part III: Miscellaneous Topics<br>8. Modeling fractional responses using R<br>Joaquim Jose Santos Ramalho<br>9. Quantitative game theory applied to economic problems<br>Sebastián Cano-Berlanga, José-Manuel Giménez-Gómez and Cori Vilella</p>