Hands-on intermediate econometrics using R : templates for extending dozens of practical examples /
Hrishikesh D. Vinod.
- xxvii, 512 p.: ill. ; 24 cm. + 1 CD-ROM.
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.