Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Hardcover)

Lingua: inglese

Editore: World Scientific Publishing Co Pte Ltd, Singapore, 2022

9811256179 / 9789811256172

Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller

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Venditore AbeBooks dal 22 giugno 2007

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Hardcover. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Codice articolo 9789811256172

Titolo
Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Hardcover)
Autore
Hrishikesh D. Vinod
Editore
World Scientific Publishing Co Pte Ltd, Singapore
Anno di pubblicazione
2022
Condizione
new
Rilegatura
Hardcover
Lingua
inglese
ISBN 10
9811256179
ISBN 13
9789811256172
Edizione
seconda edizione

AussieBookSeller

Truganina, VIC, Australia

Venditore con 5 stelle

Venditore AbeBooks dal 22 giugno 2007

Tariffe di spedizione da Australia a U.S.A.

ArticoloDa 25 a 45 giorni lavorativiDa 8 a 14 giorni lavorativi
Primo articoloEUR 32,48EUR 38,63
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