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Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Hardcover, Second Edition)
Loot Price: R3,835
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Hands-on Intermediate Econometrics Using R: Templates For Learning Quantitative Methods And R Software (Hardcover, Second Edition)
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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.The textbook is essential for anyone wishing to have
a practical understanding of an extensive range of topics in
Econometrics. No other text provides software snippets to learn so
many new statistical tools with hands-on examples. The explicit
knowledge of inputs and outputs of each new method allows the
student to know which algorithm is worth studying. The book offers
sufficient theoretical and algorithmic details about a vast range
of statistical techniques.The second edition's preface lists the
following topics generally absent in other textbooks. (i)
Iteratively reweighted least squares, (ii) Pillar charts to
represent 3D data. (iii) Stochastic frontier analysis (SFA) (iv)
model selection with Mallows' Cp criterion. (v) Hodrick-Prescott
(HP) filter. (vi) Automatic ARIMA models. (vi) Nonlinear
Granger-causality using kernel regressions and bootstrap confidence
intervals. (vii) new Keynesian Phillips curve (NKPC). (viii)
Market-neutral pairs trading using two cointegrated stocks. (ix)
Artificial neural network (ANN) for product-specific forecasting.
(x) Vector AR and VARMA models. (xi) New tools for diagnosing the
endogeneity problem. (xii) The elegant set-up of k-class estimators
and identification. (xiii) Probit-logit models and Heckman
selection bias correction. (xiv) Receiver operating characteristic
(ROC) curves and areas under them. (xv) Confusion matrix. (xvi)
Quantile regression (xvii) Elastic net estimator. (xviii)
generalized Correlations (xix) maximum entropy bootstrap for time
series. (xx) Convergence concepts quantified. (xxi) Generalized
partial correlation coefficients (xxii) Panel data and duration
(survival) models.
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