Using R for Introductory Econometrics

Heiss, Florian

ISBN 10: 1523285133 / ISBN 13: 9781523285136

Editore: CreateSpace Independent Publishing Platform, 2016

Riguardo questo articolo

Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Codice articolo 001987459U

Dati bibliografici

Titolo: Using R for Introductory Econometrics

Casa editrice: CreateSpace Independent Publishing Platform

Data di pubblicazione: 2016

Legatura: Paperback

Condizione: Good

Edizione: 1st Edition.

Descrizione articolo

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