Using R for Introductory Econometrics (Paperback)

Florian Heiss

ISBN 10: 1523285133 / ISBN 13: 9781523285136

Published by Createspace Independent Publishing Platform, 2016

About this Item

Paperback. 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 RFocus: implementation of standard tools and methods used in econometricsCompatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notationCompanion website with full text, all code for download and other goodiesPraise: "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 RSimple and multiple regression in matrix form and using black box routinesInference in small samples and asymptoticsMonte Carlo simulationsHeteroscedasticityTime series regressionPooled cross-sections and panel dataInstrumental variables and two-stage least squaresSimultaneous equation modelsLimited dependent variables: binary, count data, censoring, truncation, and sample selectionFormatted reports and research papers combining R with R Markdown or LaTeX Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781523285136

Bibliographic Details

Title: Using R for Introductory Econometrics (...

Publisher: Createspace Independent Publishing Platform

Publication Date: 2016

Binding: Paperback

Condition: new

About this title

Synopsis:

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