Hands-on intermediate econometrics using R templates for extending dozens of practical examples - Vinod, Hrishikesh D. 1939- (Hackensack, N.J. World Scientific, 2011)
Contents -- 1. Production function and regression methods using R -- 2. Univariate time series analysis with R -- 3. Bivariate time series analysis including stochastic diffusion and cointegration -- 4. Utility theory and empirical implications -- 5. Vector models for multivariate problems -- 6. Simultaneous equation models -- Limited dependent variable (GLM) models -- 8. Dynamic optimization and empirical analysis of consumer behavior -- 9. Single, double and maximum entropy bootsptrap and inference -- 10. Generalized least squares, VARMA, and estimating functions -- 11. Box-Cox, loess and projection pursuit regression -- Appendix -- References -- Index.
Acquired through Health Policy Development Program (HPDP) research grant.
Keywords: Econometrics -- Computer programs; R (Computer program language)