Hands-on intermediate econometrics using R : templates for extending dozens of practical examples
by
Vinod, Hrishikesh D., 1939-
Title
:
Hands-on intermediate econometrics using R : templates for extending dozens of practical examples
Author
:
Vinod, Hrishikesh D., 1939-
ISBN
:
9789812818850
Personal Author
:
Vinod, Hrishikesh D., 1939-
Publication Information
:
Hackensack, NJ : World Scientific, c2008.
Physical Description
:
xxvii, 512 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.)
Contents
:
1. Production function and regression methods using R -- 2. Univariate time series analysis with R -- 3. Bivariate time series analysis including stochastic diffusion and cointegration -- 4. Utility theory and empirical implications -- 5. Vector models for multivariate problems -- 6. Simultaneous equation models -- Limited dependent variable (GLM) models -- 8. Dynamic optimization and empirical analysis of consumer behavior -- 9. Single, double and maximum entropy bootsptrap and inference -- 10. Generalized least squares, VARMA, and estimating functions -- 11. Box-Cox, loess and projection pursuit regression.
Subject Term
:
Econometrics -- Computer programs.
R (Computer program language)
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | Audio-visual Material | 33168025494259 | 330.015195 V788 2008 | 1 |