Reproducible Econometrics Using R

Jeffrey S. Racine

Oxford University Press, USA

2019

320 páginas

10h 40m

ISBN-13: 9780190900663

Inglês

Linear time series methods -- Introduction to linear time series models -- Random walks, unit roots, and spurious relationships -- Univariate linear time series models -- Robust parametric inference -- Robust parametric estimation -- Model uncertainty -- Advance -- Bibliography -- Author index -- Subject index