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Applied Econometrics with R

Applied Econometrics with R

Paperback

Series: Use R!

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 0387773169
ISBN13: 9780387773162
Publisher: Springer
Published: Aug 28 2008
Pages: 222
Weight: 0.75
Height: 0.50 Width: 6.10 Depth: 9.00
Language: English
This book provides an introduction to the R system for users with a background in economics. It covers a variety of regression models (beginning with the classical linear regression model estimated by ordinary least quares, ) regression diagnostics and robustness issues, the nonlinear models of microeconomics (Logit, Probit, Tobit, and further models), time series and time series econometrics (including unit roots and cointegration).

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Business General