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Using R for Introductory Econometrics
Paperback
ISBN13: 9781523285136
Publisher: Createspace
Published: Feb 5 2016
Pages: 356
Weight: 1.55
Height: 0.74 Width: 8.00 Depth: 10.00
Language: English
Note that the second edition is now available. It seems like a good idea to get that instead..
- 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
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
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