Conceptual econometrics using R Volume 41 [eBook] / edited by Hrishikesh D. Vinod and C.R. Rao.
| Call Number | |
| Title | |
| Package Name | |
| Edition | 1st ed. |
| Publication | |
| Contents | 1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R--2. New exogeneity tests and causal paths--3. Adjusting for bias in long horizon regressions using R--4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R--5. Dynamic panel GMM using R--6. Vector autoregressive moving average models--7. Multivariate GARCH models for large-scale applications: A survey--8. Modeling fractional responses using R--9. Quantitative game theory applied to economic problems. |
| Multimedia | |
| Physical Description | 1 online resource (xv, 314 pages) : ill., digital, PDF file(s). |
No requests for this item.
02693nam a2200397 a 4500
001
vtls000173724
003
IIMBL
005
20230328092100.0
008
221221t2019 ne da obfi u001 0 eng d
020
$a 9780444643124 $q (ebook)
020
$a 0444643125 $q (ebook)
020
$a 9780444643117 $q (hardback)
020
$a 0444643117 $q (hardback)
039
9
$a 202303280921 $b samarjit $c 202303210946 $d samarjit $c 202303091634 $d samarjit $y 202212211111 $z mansur
082
0
0
$a 330.015195 $b VIN $2 23
245
0
0
$a Conceptual econometrics using R $n Volume 41 $h [eBook] / $c edited by Hrishikesh D. Vinod and C.R. Rao.
250
$a 1st ed.
260
$a Amsterdam, Netherlands : $b North Holland, is an imprint of Elsevier, $c ©2019.
300
$a 1 online resource (xv, 314 pages) : $b ill., digital, PDF file(s).
336
$a text $b txt $2 rdacontent
337
$a computer $b c $2 rdamedia
338
$a online resource $b cr $2 rdacarrier
490
1
$a Handbook of statistics ; $v Volume 41.
504
$a Includes bibliographical references and index.
505
0
0
$a 1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R--2. New exogeneity tests and causal paths--3. Adjusting for bias in long horizon regressions using R--4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R--5. Dynamic panel GMM using R--6. Vector autoregressive moving average models--7. Multivariate GARCH models for large-scale applications: A survey--8. Modeling fractional responses using R--9. Quantitative game theory applied to economic problems.
520
$a Conceptual Econometrics Using R, Volume 41 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.
650
0
$a R (Computer program language)
650
0
$a Econometrics.
650
0
$a Econometric models $x Computer programs.
700
1
$a Vinod, Hrishikesh D., $e editor.
700
1
$a Rao, C.R., $e editor.
776
0
8
$i Printed edition: $z 9780444643117
830
0
$a Handbook of statistics ; $v Volume 41.
856
4
0
$u https://www.sciencedirect.com/handbook/handbook-of-statistics/vol/41/suppl/C $y Click here to view eBook.
999
$a VIRTUA4
999
$a VTLSSORT0080*0200*0201*0202*0203*0820*2450*2500*2600*3000*3360*3370*3380*4900*5040*5050*5200*6500*6501*6502*7000*7001*7760*8300*8560*9992
| Subject | |
| Summary | Conceptual Econometrics Using R, Volume 41 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. |