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Published: 23 January 2019

320 Pages

7 x 10 inches

ISBN: 9780190900663

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Reproducible Econometrics Using R

Jeffrey S. Racine

  • Streamlines econometric analysis, saving time and ensuring reproducibility
  • R code provided for a wide range of econometric procedures including parametric regression and linear time series models, bootstrapping covariance matrices, conducting model averaging, conducting nonparametric regression, and conducting a Monte Carlo simulation
  • Hands on application of methods covered using both real world and simulated data