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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

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