Econometrics Using R

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.

שנה

2019

שפה

English

הוצאה

Elsevier Science & Technology

מהדורות

1

עמודים

314

ISBN

9780444643117

מקור הנתונים: Wikidata