MARC状态：审校 文献类型：西文图书 浏览次数：22
- 题名/责任者:
- Conceptual econometrics using R / editor by Hrishikesh D. Vinod, C.R. Rao.
- 出版发行项:
- Amsterdam : North Holland, an imprint of Elsevier, 2019.
- ISBN:
- 9780444643117
- 载体形态项:
- xv, 314 pages : illustrations (some color) ; 24 cm
- 丛编说明:
- Handbook of statistics, 0169-7161 ; volume 41
- 附加个人名称:
- Vinod, Hrishikesh D., editor
- 附加个人名称:
- Rao, C. Radhakrishna (Calyampudi Radhakrishna), 1920- editor.
- 论题主题:
- Econometrics.
- 中图法分类号:
- F224.0-39
- 内容附注:
- Part I: Statistical Inference 1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R Jean-Marie Dufour and Julien Neves 2. New exogeneity tests and causal paths Hrishikesh D. Vinod 3. Adjusting for bias in long horizon regressions using R Kenneth D. West and Zifeng Zhao 4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R Yong Li, Jun Yu and Tao Zeng Part II: Multivariate Models 5. Dynamic panel GMM using R Peter C.B. Phillips and Chirok Han 6. Vector autoregressive moving average models Wolfgang Scherrer and Manfred Deistler 7. Multivariate GARCH models for large-scale applications: A survey Kris Boudt, Alexios Galanos, Scott Payseur and Eric Zivot Part III: Miscellaneous Topics 8. Modeling fractional responses using R Joaquim Jose Santos Ramalho 9. Quantitative game theory applied to economic problems Sebastián Cano-Berlanga, José-Manuel Giménez-Gómez and Cori Vilella
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