Conceptual Econometrics Using R: Volume 41 (Hardcover)

Part I: Statistical Inference

1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R

Jean-Marie Dufour and Julien Neves

2. New exogeneity tests and causal paths

Hrishikesh D. Vinod

3. Adjusting for bias in long horizon regressions using R

Kenneth D. West and Zifeng Zhao

4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R

Yong Li, Jun Yu and Tao Zeng

Part II: Multivariate Models

5. Dynamic panel GMM using R

Peter C.B. Phillips and Chirok Han

6. Vector autoregressive moving average models

Wolfgang Scherrer and Manfred Deistler

7. Multivariate GARCH models for large-scale applications: A survey

Kris Boudt, Alexios Galanos, Scott Payseur and Eric Zivot

Part III: Miscellaneous Topics

8. Modeling fractional responses using R

Joaquim Jose Santos Ramalho

9. Quantitative game theory applied to economic problems