Hands-on intermediate econometrics using R : templates for learning quantitative methods and R software / Hrishikesh D. Vinod.
Đã lưu trong:
| Phiên bản: | Second edition. |
|---|---|
| Được phát hành: |
Singapore ; Hackensack, NJ :
World Scientific Publishing Co. Pte. Ltd,
[2022]
|
| Truy cập trực tuyến: | |
| Tác giả chính: | |
| Những chủ đề: | |
| Định dạng: | Điện tử eBook |
Mục lục:
- Production function and regression methods using R
- Univariate time series analysis with R
- Bivariate time series analysis including stochastic diffusion
- Utility theory and empirical implications
- Vector models for multivariate problems
- Simultaneous equation models
- Limited dependent variable (GLM) models
- Consumption and demand : kernel regressions and machine learning
- Single, double, and maximum entropy bootstrap and inference
- Generalized least squares, VARMA, and estimating functions
- Box-Cox, Loess, projection pursuit, quantile and threshold regression
- Miscellany : dependence, correlations, information entropy, causality, panel data, and exact stochastic dominance.
