Using R for Introductory Econometrics
Language: English
Published by Independently Published, 2020
- Softcover
- Used
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)
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- Title
- Using R for Introductory Econometrics
- Author
- Florian Heiss
- Publisher
- Independently Published
- Publication year
- 2020
- Condition
- Good
- Binding
- Paperback
- Language
- English
- ISBN 13
- 9798648424364
- 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.
World of Books (was SecondSale)
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