Using R for Introductory Econometrics
Language: English
Published by CreateSpace Independent Publishi, 2016
- Softcover
- Used
Seller: Sell Books, Elland, Yorks, United KingdomSell Books
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Condition: Used - Good
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Seller Inventory # SBAB-P-BN300342-RAG-20250306-G
- Title
- Using R for Introductory Econometrics
- Author
- Heiss, Florian
- Publisher
- CreateSpace Independent Publishi
- Publication year
- 2016
- Condition
- Good
- Binding
- paperback
- Language
- English
- ISBN 10
- 1523285133
- ISBN 13
- 9781523285136
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
"Synopsis" may belong to another edition of this title.
Sell Books
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