Reproducible Econometrics Using R
-
10% KEDVEZMÉNY?
- A kedvezmény csak az 'Értesítés a kedvenc témákról' hírlevelünk címzettjeinek rendeléseire érvényes.
- Kiadói listaár GBP 61.00
-
29 142 Ft (27 755 Ft + 5% áfa)
Az ár azért becsült, mert a rendelés pillanatában nem lehet pontosan tudni, hogy a beérkezéskor milyen lesz a forint árfolyama az adott termék eredeti devizájához képest. Ha a forint romlana, kissé többet, ha javulna, kissé kevesebbet kell majd fizetnie.
- Kedvezmény(ek) 10% (cc. 2 914 Ft off)
- Kedvezményes ár 26 228 Ft (24 980 Ft + 5% áfa)
Iratkozzon fel most és részesüljön kedvezőbb árainkból!
Feliratkozom
29 142 Ft
Beszerezhetőség
Megrendelésre a kiadó utánnyomja a könyvet. Rendelhető, de a szokásosnál kicsit lassabban érkezik meg.
Why don't you give exact delivery time?
A beszerzés időigényét az eddigi tapasztalatokra alapozva adjuk meg. Azért becsült, mert a terméket külföldről hozzuk be, így a kiadó kiszolgálásának pillanatnyi gyorsaságától is függ. A megadottnál gyorsabb és lassabb szállítás is elképzelhető, de mindent megteszünk, hogy Ön a lehető leghamarabb jusson hozzá a termékhez.
A termék adatai:
- Kiadó OUP USA
- Megjelenés dátuma 2019. február 21.
- ISBN 9780190900663
- Kötéstípus Keménykötés
- Terjedelem320 oldal
- Méret 254x185x22 mm
- Súly 726 g
- Nyelv angol 0
Kategóriák
Rövid leírás:
This book 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.
TöbbHosszú leírás:
Across the social sciences there has been increasing focus on reproducibility, i.e., the ability to examine a study's data and methods to ensure accuracy by reproducing the study. Reproducible Econometrics Using R combines an overview of key issues and methods with an introduction to how to use them using open source software (R) and recently developed tools (R Markdown and bookdown) that allow the reader to engage in reproducible econometric research.
Jeffrey S. Racine provides a step-by-step approach, and covers five sets of topics, i) linear time series models, ii) robust inference, iii) robust estimation, iv) model uncertainty, and v) advanced topics. The time series material highlights the difference between time-series analysis, which focuses on forecasting, versus cross-sectional analysis, where the focus is typically on model parameters that have economic interpretations. For the time series material, the reader begins with a discussion of random walks, white noise, and non-stationarity. The reader is next exposed to the pitfalls of using standard inferential procedures that are popular in cross sectional settings when modelling time series data, and is introduced to alternative procedures that form the basis for linear time series analysis. For the robust inference material, the reader is introduced to the potential advantages of bootstrapping and the Jackknifing versus the use of asymptotic theory, and a range of numerical approaches are presented. For the robust estimation material, the reader is presented with a discussion of issues surrounding outliers in data and methods for addressing their presence. Finally, the model uncertainly material outlines two dominant approaches for dealing with model uncertainty, namely model selection and model averaging.
Throughout the book there is an emphasis on the benefits of using R and other open source tools for ensuring reproducibility. The advanced material covers machine learning methods (support vector machines that are useful for classification) and nonparametric kernel regression which provides the reader with more advanced methods for confronting model uncertainty. The book is well suited for advanced undergraduate and graduate students alike. Assignments, exams, slides, and a solution manual are available for instructors.
Racine's Reproducible Econometrics using R has excellent coverage and depth and will be very useful to economics students. With the increasing attention to and importance of reproducible research, this book should encourage scholars to increasingly take advantage of open-source software by making R easy to learn and tied to important methods and topics in economics. This will enhance international exchange of ideas across all scientific disciplines."-Hrishikesh D Vinod, Professor of Economics, Fordham University, NY, Fellow: Journal of Econometrics
Tartalomjegyzék:
1.Introduction to Linear Time Series Models
2.Random Walks, Unit Roots, and Spurious Relationships
3.Univariate Linear Time Series Models
4.Robust Parametric Inference
5.Robust Parametric Estimation
6.Model Uncertainty
7.Advanced Topics
