Using R for Introductory Econometrics

Using R for Introductory Econometrics

ParFlorian Heiss

Cet ebook peut ne pas être conforme aux normes d'accessibilité et ne pas être totalement compatible avec les technologies d'assistance.
Introduces the popular, powerful and free programming language and software package R Focus: implementation of standard tools and methods used in econometrics Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation Companion website with full text, all code for download and other goodies: http://urfie.net Also check out Using Python for Introductory Econometrics: http://upfie.net/ Praise: "A very nice resource for those wanting to use R in their introductory econometrics courses." (Jeffrey M. Wooldridge) Using R for Introductory Econometrics is a fabulous modern resource. I know I'm going to be using it with my students, and I recommend it to anyone who wants to learn about econometrics and R at the same time." (David E. Giles in his blog "Econometrics Beat") Topics: A gentle introduction to R Simple and multiple regression in matrix form and using black box routines Inference in small samples and asymptotics Monte Carlo simulations Heteroscedasticity Time series regression Pooled cross-sections and panel data Instrumental variables and two-stage least squares Simultaneous equation models Limited dependent variables: binary, count data, censoring, truncation, and sample selection Formatted reports and research papers combining R with R Markdown or LaTeX

Détails

Date de publication
Apr 29, 2026
Langue
English
Catégorie
Commerce & économie
Copyright
Aucun copyright connu (domaine public)
Contributeurs
Par (auteur): Florian Heiss

Caractéristiques

Format
PDF

Notes & Avis