Hands-on intermediate econometrics using R. Templates for extending dozens of practical examples

MaRDI QIDQ3621887zbMATH OpenFDO

Authors H. D. Vinod

Publication date 21 April 2009

zbMATH Keywords

autoregressive distributed logschaos theoryCook's distance, time series analysisregression coefficientsutility theoryvector autoregressionWiener--Hopf dynamic optimization

Mathematics Subject Classification ID

Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Methodology of mathematics (00A35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Statistical methods; economic indices and measures (91B82)

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Cited in

(7)

• Conceptual econometrics using R
• Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
• Reproducible econometrics using R
• Asset dependency structures and portfolio insurance strategies
• Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software
• New bootstrap inference for spurious regression problems
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing

Describes a project that uses

Uses Software

• R
• CEOS

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