Reproducible Econometrics Using R
| Author | : Jeffrey S. Racine |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 318 |
| Release | : 2019-01-23 |
| ISBN-10 | : 9780190900663 |
| ISBN-13 | : 0190900660 |
| Rating | : 4/5 (660 Downloads) |
Book Synopsis Reproducible Econometrics Using R by : Jeffrey S. Racine
Download or read book Reproducible Econometrics Using R written by Jeffrey S. Racine and published by Oxford University Press, USA. This book was released on 2019-01-23 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear time series methods -- Introduction to linear time series models -- Random walks, unit roots, and spurious relationships -- Univariate linear time series models -- Robust parametric inference -- Robust parametric estimation -- Model uncertainty -- Advance -- Bibliography -- Author index -- Subject index