Financial, macro and micro econometrics using R

MaRDI QIDQ2280040zbMATH OpenFDO

Authors

Publication date 17 December 2019

Published in Handbook of Statistics (Search for Journal in Brave)

Full work available at URL https://www.sciencedirect.com/handbook/handbook-of-statistics/vol/42/suppl/C

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Statistical methods; economic indices and measures (91B82) Statistical methods; risk measures (91G70)

Recommendations

• Conceptual econometrics using R
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Cited in

(4)

• Dr C R Rao's contributions to the advancement of economic science
• Conceptual econometrics using R
• Reproducible econometrics using R
• Computational Finance with R

Describes a project that uses

Uses Software

• psych
• glmnet
• ada
• spfrontier
• tsDyn
• matconv
• JOUSBoost
• psymonitor
• ssfa
• R
• GAMLSS
• semsfa

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