GRETL 2019. Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library

This book collects the papers presented at the 6th Gretl Conference, which took place at the Dipartimento di Scienze Politiche, University of Naples, on 13th-14th of June, 2019. The papers (which had been selected through a refereeing process) contain theoretical topics on computational problems as...

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Bibliographic Details
Main Author: Riccardo Lucchetti (auth)
Other Authors: Francesca Di Iorio (auth)
Format: Book Chapter
Published: FedOA - Federico II University Press 2019
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Summary:This book collects the papers presented at the 6th Gretl Conference, which took place at the Dipartimento di Scienze Politiche, University of Naples, on 13th-14th of June, 2019. The papers (which had been selected through a refereeing process) contain theoretical topics on computational problems as well as empirical applications using the program, and cover a wide range of topics in statistics and applied econometrics, among which Generalized Dynamic Factor Models, Propensity Score Matching, Bayesian Model Averaging, Spatial Models, Cointegration and Boostrap Techniques.
Physical Description:1 electronic resource (VII, 168 p.)
ISBN:978-88-6887-057-7
9788868870577
Access:Open Access