Conceptual Econometrics Using R

DOWNLOAD

Download Conceptual Econometrics Using R PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Conceptual Econometrics Using R book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Conceptual Econometrics Using R

DOWNLOAD
Author :
language : en
Publisher: Elsevier
Release Date : 2019-08-20

Conceptual Econometrics Using R written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-20 with Mathematics categories.

Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, 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, productivity and financial market jumps and co-jumps, among others. - 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, allowing readers to not only use the tools on their own data, but also jumpstart their understanding of the state-of-the-art

Financial Macro And Micro Econometrics Using R

DOWNLOAD
Author :
language : en
Publisher: Elsevier
Release Date : 2020-01-25

Financial Macro And Micro Econometrics Using R written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-25 with Mathematics categories.

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

Hands On Intermediate Econometrics Using R Templates For Learning Quantitative Methods And R Software Second Edition

DOWNLOAD
Author : Hrishikesh D Vinod
language : en
Publisher: World Scientific
Release Date : 2022-04-08

Hands On Intermediate Econometrics Using R Templates For Learning Quantitative Methods And R Software Second Edition written by Hrishikesh D Vinod and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-08 with Business & Economics categories.

How to learn both applied statistics (econometrics) and free, open-source software R? This book allows students to have a sense of accomplishment by copying and pasting many hands-on templates provided here.The textbook is essential for anyone wishing to have a practical understanding of an extensive range of topics in Econometrics. No other text provides software snippets to learn so many new statistical tools with hands-on examples. The explicit knowledge of inputs and outputs of each new method allows the student to know which algorithm is worth studying. The book offers sufficient theoretical and algorithmic details about a vast range of statistical techniques.The second edition's preface lists the following topics generally absent in other textbooks. (i) Iteratively reweighted least squares, (ii) Pillar charts to represent 3D data. (iii) Stochastic frontier analysis (SFA) (iv) model selection with Mallows' Cp criterion. (v) Hodrick-Prescott (HP) filter. (vi) Automatic ARIMA models. (vi) Nonlinear Granger-causality using kernel regressions and bootstrap confidence intervals. (vii) new Keynesian Phillips curve (NKPC). (viii) Market-neutral pairs trading using two cointegrated stocks. (ix) Artificial neural network (ANN) for product-specific forecasting. (x) Vector AR and VARMA models. (xi) New tools for diagnosing the endogeneity problem. (xii) The elegant set-up of k-class estimators and identification. (xiii) Probit-logit models and Heckman selection bias correction. (xiv) Receiver operating characteristic (ROC) curves and areas under them. (xv) Confusion matrix. (xvi) Quantile regression (xvii) Elastic net estimator. (xviii) generalized Correlations (xix) maximum entropy bootstrap for time series. (xx) Convergence concepts quantified. (xxi) Generalized partial correlation coefficients (xxii) Panel data and duration (survival) models.

Hands On Intermediate Econometrics Using R

DOWNLOAD
Author : Hrishikesh D. Vinod
language : en
Publisher: World Scientific
Release Date : 2008

Hands On Intermediate Econometrics Using R written by Hrishikesh D. Vinod and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.

This book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues. It helps readers choose the best method from a wide array of tools and packages available. The data used in the examples along with R program snippets, illustrate the economic theory and sophisticated statistical methods extending the usual regression. The R program snippets are not merely given as black boxes, but include detailed comments which help the reader better understand the software steps and use them as templates for possible extension and modification.

Financial Econometrics Using R

DOWNLOAD
Author : Mrs. R. Parameswari
language : en
Publisher: Wordsswiggle publication
Release Date : 2025-05-17

Financial Econometrics Using R written by Mrs. R. Parameswari and has been published by Wordsswiggle publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-17 with Business & Economics categories.

This book aims to provide students with a detailed understanding of Financial Econometrics, covering various units from Time Series Analysis to Multivariate Analysis. Each unit includes explanations in both English and Tamil, along with sample graphs and examples to facilitate learning.

Applied Econometrics With R

DOWNLOAD
Author : Christian Kleiber
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-10

Applied Econometrics With R written by Christian Kleiber and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-10 with Business & Economics categories.

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Panel Data Econometrics With R

DOWNLOAD
Author : Yves Croissant
language : en
Publisher: John Wiley & Sons
Release Date : 2018-08-10

Panel Data Econometrics With R written by Yves Croissant and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-10 with Mathematics categories.

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Handbook Of Applied Investment Research

DOWNLOAD
Author : John B Guerard Jr
language : en
Publisher: World Scientific
Release Date : 2020-10-02

Handbook Of Applied Investment Research written by John B Guerard Jr and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-10-02 with Business & Economics categories.

This book introduces the readers to the rapidly growing literature and latest results on financial, fundamental and seasonal anomalies, stock selection modeling and portfolio management. Fifty years ago, finance professors taught the Efficient Markets Hypothesis which states that the average investor could not outperform the stock market based on technical, seasonal and fundamental data. Many, if not most faculty and investors, no longer share that opinion. In this book, the authors report original empirical evidence that applied investment research can produce statistically significant stock selection and excess portfolio returns in the US, and larger excess returns in international and emerging markets.

The Leading Economic Indicators And Business Cycles In The United States

DOWNLOAD
Author : John B. Guerard
language : en
Publisher: Springer Nature
Release Date : 2022-07-06

The Leading Economic Indicators And Business Cycles In The United States written by John B. Guerard and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-06 with Business & Economics categories.

In a time of unprecedented economic uncertainty, this book provides empirical guidance to the economy and what to expect in the near and distant future. Beginning with a historic look at major contributions to economic indicators and business cycles starting with Wesley Clair Mitchell (1913) to Burns and Mitchell (1946), to Moore (1961) and Zarnowitz (1992), this book explores time series forecasting and economic cycles, which are currently maintained and enhanced by The Conference Board. Given their highly statistically significant relationship with GDP and the unemployment rate, these relationships are particularly useful for practitioners to help predict business cycles.

An Information Theoretic Approach To Econometrics

DOWNLOAD
Author : George G. Judge
language : en
Publisher: Cambridge University Press
Release Date : 2011-12-12

An Information Theoretic Approach To Econometrics written by George G. Judge and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-12 with Business & Economics categories.

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.