Financial, Macro and Micro Econometrics Using R

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ISBN: 9780128202500
Published: 2020
Publisher: North Holland
Language: English
Format: Hardback
Format: 9×6

Description

<p><i>Financial, Macro and Micro Econometrics Using R, Volume 42, </i>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.</p>

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