求图书Hands-On Intermediate Econometrics Using R

Hands-On Intermediate Econometrics Using R [Hardcover]Hrishikesh D. Vinod


http://www.amazon.com/Hands-Intermediate-Econometrics-Using-R/dp/9812818855/ref=wl_it_dp_o?ie=UTF8&coliid=I2CSD0SQTF2P0&colid=1O9W0C6706393

Product Details

• Hardcover: 540 pages
• Publisher: World Scientific Publishing Company (October 30, 2008)
• Language: English
• ISBN-10: 9812818855
• ISBN-13: 978-9812818850
• Product Dimensions: 9.1 x 6.2 x 1.3 inches

版主找到这本书了吗？我找到了练习题，但还没有找到原书。如果需要的话发给你。

支持一下

支持一下

tafuman 发表于 2011-4-10 21:59
版主找到这本书了吗？我找到了练习题，但还没有找到原书。如果需要的话发给你。

可否把练习题发我一份？

此书作者，象是一个热心将R 与data mining引入经济金融领域的热心人，他的非稳态的时间序列研究，不错。。

Vinod (2008) “Hands On Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples.”  World Scientific Publishers: Hackensack, NJ (201) 487 9655 . Book is sold at the usual sites including Amazon.

(http://www.worldscibooks.com/economics/6895.html)  The book website has

some reviews / endorsements.   ISBN 10 981-281-885-5

<!--[if !supportEmptyParas]--> <!--[endif]-->

Errata

Errata for the CD which accompanies the book. These are revisions to the R snippets.

Most exercises contain detailed answers with R code

Exercises with some answers  for R coding, Chapter 1: Microeconometric Preliminaries (production /cost functions)

<!--[if !supportEmptyParas]--> <!--[endif]-->

Exercises2 with some answers  for Chapter 2 Univariate Time Series Analysis  (ARIMA, GARCH)

Exercises3  with some answers for Chapter 3: Bivariate Time Series Analysis Including Stochastic Diffusion and Cointegration

Exercises4  with some answers for Chapter 4: Utility Theory and Empirical Implications (non-expected utility, stochastic dominance)

Exercises5  with some answers for Chapter 5: Vector Models for Multivariate Problems (Causality, Impulse response, canonical correlations)

Exercises6  with some answers for Chapter 6: Simultaneous Equation Models

Exercises7  with some answers for Chapter 7: Limited Dependent Variable (GLM) Models

Exercises8  with some answers for Chapter 8: Dynamic Optimization and Empirical Analysis

of Consumer Behavior (kernel estimation, Wiener-Hopf)

Exercises9  with some answers for Chapter 9 Single, Double and Maximum Entropy bootstrap and Inference

  

Exercises10  with some answers for Chapter 10 Generalized Least Squares, VARMA, and Estimating Functions

Exercises11  with some answers for Chapter 11 Box–Cox, Loess and Projection Pursuit Regression

Exercises Contributed by Readers with some answers and R code

A recent New York Times article discusses how R is becoming the lingua franca

for data analysts from all fields.  See

http://www.nytimes.com/2009/01/07/technology/business-computing/07program.html?_r=1&em

For information regarding a June 2009 New York conference on R see

www.cis.fordham.edu/QR2009

还是 没有书啊

有人找到了吗

这本书2008年出的，知识更新如此之快，会不会过时了呀