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Handbook of Statistics: Financial, Macro and Micro Econometrics Using R
Financial, Macro and Micro Econometrics Using R, Volume 42, 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.
Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society
Includes descriptions and links to resources and free open source R
Gives readers what they need to jumpstart their understanding on the state-of-the-art
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