Using R for Introductory Econometrics - Softcover

Heiss, Florian

  • 4.56 out of 5 stars
    18 ratings by Goodreads
 
9798648424364: Using R for Introductory Econometrics
Softcover
ISBN 13: 9798648424364
Publisher: 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

"synopsis" may belong to another edition of this title.

Publisher
Independently published
Publication date
2020
Language
English
ISBN 13 
9798648424364
Binding
Paperback
Number of pages
378
Rating
  • 4.56 out of 5 stars
    18 ratings by Goodreads