{"product_id":"financial-macro-and-micro-econometrics-using-r-hardback-9780128202500","title":"Financial, Macro and Micro Econometrics Using R (Hardback) 9780128202500","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eFinancial, Macro and Micro 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\"\u003eHrishikesh D. Vinod (Volume editor), C.R. Rao (Volume editor)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780128202500\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 20 January 2020\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e349 pages\u003cbr\u003e22.9 x 15.1 x 2.5 cm, 0.31 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\"\u003eApprox.333 pages\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003cb\u003ePart I: Finance \u003c\/b\u003e1. Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps \u003ci\u003eArpita Mukherjee, Weijia Peng, Norman R. Swanson and Xiye Yang \u003c\/i\u003e2. Real time monitoring of asset markets: Bubbles and crises \u003ci\u003ePeter C.B. Phillips and Shuping Shi \u003c\/i\u003e3. Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction \u003ci\u003eJianghao Chu, Tae-Hwy Lee and Aman Ullah\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II: Macro Econometrics \u003c\/b\u003e4. Mixed data sampling (MIDAS) regression models \u003ci\u003eEric Ghysels, Virmantas Kvedaras and Vaidotas Zemlys-Balevicius \u003c\/i\u003e5. Encouraging private corporate investment in India \u003ci\u003eHrishikesh Vinod, Honey Karun and Lekha S. Chakraborty \u003c\/i\u003e6. High-mixed frequency forecasting methods in R—With applications to Philippine GDP and inflation \u003ci\u003eRoberto S. Mariano and Suleyman Ozmucur \u003c\/i\u003e7. Nonlinear time series in R: Threshold cointegration with tsDyn \u003ci\u003eMatthieu Stigler\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III: Micro Econometrics \u003c\/b\u003e8. Econometric analysis of productivity: Theory and implementation in R \u003ci\u003eRobin C. Sickles, Wonho Song and Valentin Zelenyuk \u003c\/i\u003e9. Stochastic frontier models using R \u003ci\u003eGiancarlo Ferrara\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":46650248069400,"sku":"9780128202500","price":152.49,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780128202500.jpg?v=1694107051","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/financial-macro-and-micro-econometrics-using-r-hardback-9780128202500","provider":"Freshly Printed Books","version":"1.0","type":"link"}