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Reproducible econometrics using R / Jeffrey S. Racine.
- Format:
- Book
- Author/Creator:
- Racine, Jeffrey Scott, 1962- author.
- Language:
- English
- Subjects (All):
- Econometrics.
- Open source software.
- Physical Description:
- 1 online resource (xxiii, 293 pages)
- Place of Publication:
- New York, NY : Oxford University Press, [2019]
- System Details:
- text file
- Contents:
- 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.
- Notes:
- Includes bibliographical references and indexes.
- Electronic reproduction. Oxford Available via World Wide Web.
- Description based on online resource; title from digital title page (viewed on January 25, 2019).
- Local Notes:
- Acquired for the Penn Libraries with assistance from the John Lammey Stewart Memorial Library Fund.
- Other Format:
- Print version: Racine, Jeffrey Scott, 1962- Reproducible econometrics using R.
- ISBN:
- 9780190900687
- 0190900687
- 9780190900670
- 0190900679
- Publisher Number:
- 99979924897
- Access Restriction:
- Restricted for use by site license.
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