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Hands-On Intermediate Econometrics Using R - 9789812818850

Un libro in lingua di Vinod Hrishikesh D. edito da World Scientific Pub Co Inc, 2009

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Vinod (Fordham U.) explains modeling nonstationary equilibiria using econometrics with numerical estimation work involving computer software involving R, an object-oriented Unix type language. He uses econometric examples involving practical policy issues in order to discuss production function and regression methods; univariate time series analysis; bivariate time series analysis including stochastic diffusion and cointegration; utility theory and empirical implications; vector models for multivariate problems; simultaneous equation models; limited dependent variable models; dynamic optimization and empirical analysis of consumer behavior; single, double, and maximum entropy bootstrap and inference; generalized least squares, vector autoregressive moving average models, and estimating functions; and nonlinear models and projection pursuit regression. All snippets of R code found in the book are also contained on the accompanying CD-ROM. Annotation ©2010 Book News, Inc., Portland, OR (booknews.com)

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