Handbook of statistics 42 : financial, macro and micro econometrics using R

dc.contributor.author	Vinod, Hrishikesh D. (editor)
dc.contributor.author	Rao, C. R. (editor)
dc.date.issued	2020
dc.identifier.isbn	978-0-12-820250-0
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/11470
dc.description.abstract	This book 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.
dc.format	xv, 333 p. : ill.
dc.language.iso	en
dc.publisher	North-Holland
dc.subject	Statistics
dc.subject	Microeconomics
dc.subject	R (Computer program language)
dc.subject	Handbooks
dc.title	Handbook of statistics 42 : financial, macro and micro econometrics using R
dc.type	Book