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Reproducible Econometrics Using R
Book
Reproducible Econometrics Using R
Abstract
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 ...
Authors
Racine JS
Publisher
Oxford University Press, USA
Publication Date
January 23, 2019
ISBN-10
0190900660
ISBN-13
9780190900663
Associated Experts
Jeffrey Racine
Professor, Faculty of Social Sciences
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