Reproducible econometrics using R

Reproducible econometrics using R / Jeffrey S. Racine.

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...

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Bibliographic Details
Main Author: Racine, Jeffrey Scott, 1962- (Author)
Format: eBook
Language:English
Published: New York, NY : Oxford University Press, 2019
Subjects:
Econometrics.
Open source software.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Econometrics
Open source software
Online Access:Click for online access
Table of 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.

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