Financial, Macro and Micro Econometrics Using R

Financial, Macro and Micro Econometrics Using R
Author :
Publisher : North Holland
Total Pages : 350
Release :
ISBN-10 : 9780128202500
ISBN-13 : 0128202505
Rating : 4/5 (00 Downloads)

Book Synopsis Financial, Macro and Micro Econometrics Using R by :

Download or read book Financial, Macro and Micro Econometrics Using R written by and published by North Holland. This book was released on 2020-01-20 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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