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

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Book Series: Scuola delle Scienze Umane e Sociali. Quaderni ISBN: 9788868870577 Year: Pages: VII, 168 DOI: 10.6093/978-88-6887-057-7 Language: English
Publisher: FedOA - Federico II University Press
Added to DOAB on : 2020-02-11 16:05:29
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Abstract

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.

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