Using R for Introductory Econometrics - Couverture souple

Heiss, Florian

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

Détails de l'édition

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