(Ebook) Financial, Macro and Micro Econometrics Using R: Volume 42 by C. R. Rao (editor), Hrishikesh D. Vinod (editor) ISBN 9780128202500, 0128202505

(Ebook) Financial, Macro and Micro Econometrics Using R: Volume 42 by C. R. Rao (editor), Hrishikesh D. Vinod (editor) ISBN 9780128202500, 0128202505

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 theEconometric SocietyIncludes descriptions and links to resources and free open source RGives readers what they need to jumpstart their understanding on the state-of-the-art