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Titolo: Using R for Introductory Econometrics
Editore: CreateSpace Independent Publishing Platform
Data di pubblicazione: 2016
Lingua: Inglese
ISBN 10: 1523285133
ISBN 13: 9781523285136
Rilegatura: Paperback
Edizione: 1st Edition.
Condizione: Good

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Riassunto

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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