Financial, Macro and Micro Econometrics Using R
Financial, Macro and Micro Econometrics Using R by C. R. Rao, published by Elsevier on January 20, 2020, is a comprehensive resource that spans 349 pages. This book presents advanced topics in econometrics, covering areas such as multivariate GARCH, stochastic frontiers, and causal analysis, among others. It serves as a guide for understanding complex econometric models and their applications in financial contexts.
Readers will find detailed discussions on various econometric techniques, including specification testing, GMM models, and forecasting methods. The book also addresses nonstandard problems and explores concepts like asset bubbles and corporate investments. With its focus on mathematics, probability, and statistics, this edition is designed for those looking to deepen their understanding of econometrics using R.
Official synopsis Publisher
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.
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