{"product_id":"conceptual-econometrics-using-r-hardback-9780444643117","title":"Conceptual Econometrics Using R (Hardback) 9780444643117","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eConceptual Econometrics Using R\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003e\u003cp\u003eThe scope of the handbook covers many topics of practical interest to quantitative scientists, especially in economics and finance\u003c\/p\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eC.R. Rao (Series edited by), Hrishikesh D. Vinod (Volume editor)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780444643117\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 22 August 2019\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e330 pages\u003cbr\u003e22.9 x 15.1 x 2.4 cm, 0.65 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003ci\u003eConceptual Econometrics Using R, Volume 41\u003c\/i\u003e 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.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003ePart I: Statistical Inference \u003c\/b\u003e1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R \u003ci\u003eJean-Marie Dufour and Julien Neves \u003c\/i\u003e2. New exogeneity tests and causal paths \u003ci\u003eHrishikesh D. Vinod \u003c\/i\u003e3. Adjusting for bias in long horizon regressions using R \u003ci\u003eKenneth D. West and Zifeng Zhao \u003c\/i\u003e4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R \u003ci\u003eYong Li, Jun Yu and Tao Zeng\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II: Multivariate Models \u003c\/b\u003e5. Dynamic panel GMM using R \u003ci\u003ePeter C.B. Phillips and Chirok Han \u003c\/i\u003e6. Vector autoregressive moving average models \u003ci\u003eWolfgang Scherrer and Manfred Deistler \u003c\/i\u003e7. Multivariate GARCH models for large-scale applications: A survey \u003ci\u003eKris Boudt, Alexios Galanos, Scott Payseur and Eric Zivot\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III: Miscellaneous Topics \u003c\/b\u003e8. Modeling fractional responses using R \u003ci\u003eJoaquim Jose Santos Ramalho \u003c\/i\u003e9. Quantitative game theory applied to economic problems \u003ci\u003eSebastián Cano-Berlanga, José-Manuel Giménez-Gómez and Cori Vilella\u003c\/i\u003e\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Freshly Printed Books","offers":[{"title":"Default Title","offer_id":46651520745752,"sku":"9780444643117","price":179.99,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780444643117.jpg?v=1694113676","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/conceptual-econometrics-using-r-hardback-9780444643117","provider":"Freshly Printed Books","version":"1.0","type":"link"}