Using R for Introductory Econometrics - Couverture souple

Heiss, Florian

 
9798648424364: Using R for Introductory Econometrics
Couverture souple
ISBN 13 : 9798648424364
Editeur : Independently published, 2020

Synopsis

  • 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

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2020
Langue
anglais
ISBN 13 
9798648424364
Reliure
Broché
Nombre de pages
378
Coordonnées du fabricant
non disponible
Personne responsable
non disponible