| Document Type
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BL
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| Record Number
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873410
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| Main Entry
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Racine, Jeffrey Scott,1962-
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| Title & Author
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Reproducible econometrics using R /\ Jeffrey S. Racine.
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| Publication Statement
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New York, NY :: Oxford University Press,, [2019]
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| Page. NO
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1 online resource (xxiii, 293 pages)
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| ISBN
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0190900679
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: 0190900687
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: 9780190900670
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: 9780190900687
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9780190900663
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| Bibliographies/Indexes
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Includes bibliographical references and indexes.
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| Contents
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Linear time series methods -- Introduction to linear time series models -- Random walks, unit roots, and spurious relationships -- Univariate linear time series models -- Robust parametric inference -- Robust parametric estimation -- Model uncertainty -- Advance -- Bibliography -- Author index -- Subject index.
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| Abstract
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This text is designed to facilitate reproducibility in econometrics. It does so by using open source software (R) and recently developed tools (R Markdown and bookdown) that allow the reader to engage in reproducible research. Illustrative examples are provided throughout, and a range of topics are covered. Assignments, exams, slides, and a solution manual are available for instructors.
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| Subject
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Econometrics.
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| Subject
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Open source software.
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| Subject
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BUSINESS ECONOMICS / Economics / General
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| Subject
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BUSINESS ECONOMICS / Reference
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| Subject
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Econometrics.
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| Subject
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Open source software.
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| Dewey Classification
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330.0285/5133
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| LC Classification
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HB139.R3293 2019
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