Using R for Introductory Econometrics
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
Mots-clés
Using R for Introductory EconometricsA gentle introduction to RSimple and multiple regression in matrix form and using black box routinesInference in small samples and asymptoticsMonte Carlo simulationsHeteroscedasticityTime series regressionPooled cross-sections and panel dataInstrumental variables and two-stage least squares