Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software

Hrishikesh Vinod

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: Regression; Production Functions; Iteratively Reweighted Least Squares (IRLS); Pillar Charts; Stochastic Frontier Analysis (SFA); Model Selection; CP Criterion; Hodrick-Prescott Filter; Automatic ARIMA Models; Nonlinear Granger-Causality; Kernel Regressions; Bootstrap; Double Bootstrap; Maximum Entropy Bootstrap; Confidence Intervals; New Keynesian Phillips Curve (NKPC); Pairs Trading; Cointegration; Artificial Neural Network (ANN); Vector AR and VARMA; Endogeneity Problem; K-class Estimators; Identification of Simultaneous Equations; Probit Model; Logit Model; Heckman Selection Bias; Receiver Operating Characteristic (ROC); Confusion Matrix; Quantile Regression; Elastic Net Estimator; Generalized Correlations; Convergence Concepts; Generalized Partial Correlation Coefficients; Panel Data; Duration (Survival) Models (search for similar items in EconPapers)
JEL-codes: C01 C1 C15 C30 C4 C50 C80 (search for similar items in EconPapers)
Date: 2022
ISBN: 9789811256172
References: Add references at CitEc
Citations: View citations in EconPapers (1)

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