Reproducible Econometrics Using R

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Reproducible Econometrics Using R is written by Jeffrey Scott Racine and published by . It's available with International Standard Book Number or ISBN identification 0190900660 (ISBN 10) and 9780190900663 (ISBN 13).

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 uncertainty -- Advance -- Bibliography -- Author index -- Subject index