Econometrics Using RC. R. Rao

Econometrics Using R

C. R. Rao, Hrishikesh D. Vinod · 2019

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About the book

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.

Book details

Year: 2019
Language: English
Publisher: Elsevier Science & Technology
Editions: 1
Pages: 314
ISBN: 9780444643117

Data source: Wikidata

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