Conceptual Econometrics Using R

<p>Part I: Statistical Inference<br>1. Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R<br>Jean-Marie Dufour and Julien Neves<br>2. New exogeneity tests and causal paths<br>Hrishikesh D. Vinod<br>3. Adjusting for bias in long horizon regressions using R<br>Kenneth D. West and Zifeng Zhao<br>4. Hypothesis testing, specification testing, and model selection based on the MCMC output using R<br>Yong Li, Jun Yu and Tao Zeng</p> <p>Part II: Multivariate Models<br>5. Dynamic panel GMM using R<br>Peter C.B. Phillips and Chirok Han<br>6. Vector autoregressive moving average models<br>Wolfgang Scherrer and Manfred Deistler<br>7. Multivariate GARCH models for large-scale applications: A survey<br>Kris Boudt, Alexios Galanos, Scott Payseur and Eric Zivot</p> <p>Part III: Miscellaneous Topics<br>8. Modeling fractional responses using R<br>Joaquim Jose Santos Ramalho<br>9. Quantitative game theory applied to economic problems<br>Sebastián Cano-Berlanga, José-Manuel Giménez-Gómez and Cori Vilella</p>