Hands-on Intermediate Econometrics Using R

Hands-on Intermediate Econometrics Using R

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qThis book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues. It helps readers choose the best method from a wide array of tools and packages available. The data used in the examples along with R program snippets, illustrate the economic theory and sophisticated statistical methods extending the usual regression. The R program snippets are not merely given as black boxes, but include detailed comments which help the reader better understand the software steps and use them as templates for possible extension and modification.q--Publisher's description.In Finance, the stock returns are also widely studied by these methods for the so- called technical analysis with a view to forecasting future returns. If $1 is invested on portfolio priced at Pt at time t, if the price (adjusted for dividends) at time t + 1anbsp;...

Title:Hands-on Intermediate Econometrics Using R
Author:Hrishikesh D. Vinod
Publisher:World Scientific - 2008


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