GRETL 2019. Proceedings of the International Conference on the Gnu Regression, Econometrics and Time-series Library
Author(s)
Riccardo Lucchetti
Francesca Di Iorio
Language
EnglishAbstract
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.