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Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software

Author

Listed:
  • Hrishikesh D Vinod

    (Fordham University, USA)

Abstract

How to learn both applied statistics (econometrics) and free, open-source software R? This book allows students to have a sense of accomplishment by copying and pasting many hands-on templates provided here.

Suggested Citation

  • Hrishikesh D Vinod, 2022. "Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12831, December.
    • Handle: RePEc:wsi:wsbook:12831
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/12831
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    Citations

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    Cited by:

    1. Vinod, H.D., 2024. "Portfolio choice algorithms, including exact stochastic dominance," Journal of Financial Stability, Elsevier, vol. 70(C).

    More about this item

    Keywords

    Regression; Production Functions; Iteratively Reweighted Least Squares (IRLS); Pillar Charts; Stochastic Frontier Analysis (SFA); Model Selection; CP Criterion; Hodrick-Prescott Filter; Automatic ARIMA Models; Nonlinear Granger-Causality; Kernel Regressions; Bootstrap; Double Bootstrap; Maximum Entropy Bootstrap; Confidence Intervals; New Keynesian Phillips Curve (NKPC); Pairs Trading; Cointegration; Artificial Neural Network (ANN); Vector AR and VARMA; Endogeneity Problem; K-class Estimators; Identification of Simultaneous Equations; Probit Model; Logit Model; Heckman Selection Bias; Receiver Operating Characteristic (ROC); Confusion Matrix; Quantile Regression; Elastic Net Estimator; Generalized Correlations; Convergence Concepts; Generalized Partial Correlation Coefficients; Panel Data; Duration (Survival) Models;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
    • C80 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - General

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