Financial, macro and micro econometrics using R Volume 42 [eBook] / edited by Arni S.R. Srinivasa Rao and C.R. Rao.
| Call Number | |
| Title | |
| Package Name | |
| Edition | 1st ed. |
| Publication | |
| Contents | 1. Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps--2. Real time monitoring of asset markets: Bubbles and crises--3. Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction--4. Mixed data sampling (MIDAS) regression models--5. Encouraging private corporate investment in India--6. High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation--7. Nonlinear time series in R: Threshold cointegration with tsDyn--8. Econometric analysis of productivity: Theory and implementation in R--9. Stochastic frontier models using R. |
| Multimedia | |
| Physical Description | 1 online resource (xv, 333 pages) : ill., digital, PDF file(s). |
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$a Financial, macro and micro econometrics using R $n Volume 42 $h [eBook] / $c edited by Arni S.R. Srinivasa Rao and C.R. Rao.
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$a 1st ed.
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$a Amsterdam, Netherlands : $b North Holland, is an imprint of Elsevier, $c ©2020.
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$a 1 online resource (xv, 333 pages) : $b ill., digital, PDF file(s).
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$a online resource $b cr $2 rdacarrier
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$a Handbook of statistics ; $v Volume 42.
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$a Includes bibliographical references and index.
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$a 1. Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps--2. Real time monitoring of asset markets: Bubbles and crises--3. Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction--4. Mixed data sampling (MIDAS) regression models--5. Encouraging private corporate investment in India--6. High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation--7. Nonlinear time series in R: Threshold cointegration with tsDyn--8. Econometric analysis of productivity: Theory and implementation in R--9. Stochastic frontier models using R.
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$a 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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$a R (Computer program language)
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$a Econometrics.
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$a Econometrics $x Computer programs.
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$a Rao, Arni S.R. Srinivasa, $e editor.
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$a Rao, C.R., $e editor.
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$i Printed edition: $z 9780128202500
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$a Handbook of statistics ; $v Volume 42.
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$u https://www.sciencedirect.com/handbook/handbook-of-statistics/vol/42/suppl/C $y Click here to view eBook.
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| Subject | |
| Summary | 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. |