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Hands-on intermediate econometrics using R : templates for extending dozens of practical examples / Hrishikesh D. Vinod.

By: Vinod, Hrishikesh D, 1939-.
Publisher: Hackensack, NJ : World Scientific, 2008Description: xxvii, 512 p.: ill. ; 24 cm. + 1 CD-ROM.ISBN: 9789812818850; 9812818855.Subject(s): Econometrics -- Computer programs | Ekonometri -- Bilgisayar programları
Contents:
1. Production function and regression methods using R -- 2. Univariate time series analysis with R -- 3. Bivariate time series analysis including stochastic diffusion and cointegration -- 4. Utility theory and empirical implications -- 5. Vector models for multivariate problems -- 6. Simultaneous equation models -- 7. Limited dependent variable (GLM) models -- 8. Dynamic optimization and empirical analysis of consumer behavior -- 9. Single, double and maximum entropy bootsptrap and inference -- 10. Generalized least squares, VARMA, and estimating functions -- 11. Box-Cox, loess and projection pursuit regression.
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Includes bibliographical references (p. 485-503) and index.

1. Production function and regression methods using R -- 2. Univariate time series analysis with R -- 3. Bivariate time series analysis including stochastic diffusion and cointegration -- 4. Utility theory and empirical implications -- 5. Vector models for multivariate problems -- 6. Simultaneous equation models -- 7. Limited dependent variable (GLM) models -- 8. Dynamic optimization and empirical analysis of consumer behavior -- 9. Single, double and maximum entropy bootsptrap and inference -- 10. Generalized least squares, VARMA, and estimating functions -- 11. Box-Cox, loess and projection pursuit regression.

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