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Reproducible econometrics using R / Jeffrey S. Racine.
- Format:
- Book
- Author/Creator:
- Racine, Jeffrey Scott, 1962- author.
- Series:
- Oxford scholarship online.
- Oxford scholarship online
- Language:
- English
- Subjects (All):
- Econometrics.
- Open source software.
- Physical Description:
- 1 online resource (318 pages)
- Place of Publication:
- New York, NY : Oxford University Press, 2019.
- Summary:
- This text is designed to facilitate reproducibility in econometrics. It does so by using open source software (R) and recently developed tools (R Markdown and bookdown) that allow the reader to engage in reproducible research. Illustrative examples are provided throughout, and a range of topics are covered. Assignments, exams, slides, and a solution manual are available for instructors.
- 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 index.
- Description based on print version record.
- Previously issued in print: 2019.
- ISBN:
- 0-19-090068-7
- 0-19-093364-X
- 0-19-090067-9
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