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Financial, Macro and Micro Econometrics Using R(1st Edition)
by Hrishikesh D. Vinod, C.R. Rao, C.R. Rao Professor, North Holland
Hardcover, 420 Pages, Published 2020 by North Holland
ISBN-13: 978-0-12-820250-0, ISBN: 0-12-820250-5

"Financial, Macro and Micro Econometrics Using R, Volume 42, 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 problem ..."

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Rao Professor

North Holland

Hrishikesh Vinod

Rao