Handbook of Statistics Vol.41 Conceptual Econometrics Using R

Edited by Hrishikesh D. Vinod, C.R. Rao
Volume 41, 2019

Chapter 1 - Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R
Jean-Marie Dufour, Julien Neves

Chapter 2 - New exogeneity tests and causal paths
Hrishikesh D. Vinod

Chapter 3 - Adjusting for bias in long horizon regressions using R
Kenneth D. West, Zifeng Zhao

Chapter 4 - Hypothesis testing, specification testing, and model selection based on the MCMC output using R
Yong Li, Jun Yu, Tao Zeng

Chapter 5 - Dynamic panel GMM using R☆
Peter C.B. Phillips, Chirok Han

Chapter 6 - Vector autoregressive moving average models
Wolfgang Scherrer, Manfred Deistler

Chapter 7 - Multivariate GARCH models for large-scale applications: A survey
Kris Boudt, Alexios Galanos, Scott Payseur, Eric Zivot

Chapter 8 - Modeling fractional responses using R
Joaquim Jose Santos Ramalho

Chapter 9 - Quantitative game theory applied to economic problems
Sebastián Cano-Berlanga, José-Manuel Giménez-Gómez, Cori Vilella