Back in 2022, my father asked me to help him in amending and editing a monograph he wrote on the topic of “Complex-Valued Econometrics”. The original book focused on dynamic models, but after looking through the material and a thorough discussion, we decided to write something more fundamental. The monograph is based on the research he has done over the years, working in Saint Petersburg. I developed an R package called “complex” to support the book and then expanded the text with some derivations and examples of application. The result was then submitted to Springer and is now finally published in their “Contributions to Economics” series. Unfortunately, due to the agreement with the publisher, we cannot make the book freely available, but some of related materials can be found on a github repo, here.
We will receive royalties from selling this book, and we have decided to direct them to a charity to help Ukrainians (this one).
And here is how the cover of the book looks like:
Complex-Valued Econometrics with Examples in R