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Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students …. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in …

Persistent link: https://www.econbiz.de/10014519030

Applied time series econometrics

Lütkepohl, Helmut (contributor); … - 2004

Persistent link: https://www.econbiz.de/10001851355

Panel cointegration, quantile regressions, asymmetric adjustments and crises : the case of EU current accounts

Coleman, Simeon; Cuestas, Juan Carlos - In: Economic systems 45 (2021) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10013272977

Non-parametric transformation regression with non-stationary data

Linton, Oliver; Wang, Qiying - 2013

We examine a kernel regression smoother for time series that takes account of the error correlation structure as proposed by Xiao et al. (2008). We show that this method continues to improve estimation in the case where the regressor is a unit root or near unit root process.

Persistent link: https://www.econbiz.de/10009734305