Using R for Introductory Econometrics

Heiss, Florian

ISBN 10: 1523285133 / ISBN 13: 9781523285136

Verlag: CreateSpace Independent Publishing Platform, 2016

Used book that is in excellent condition. May show signs of wear or have minor defects. Bestandsnummer des Verkäufers 45532202-6

Inhaltsangabe:

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

Bibliografische Details

Titel: Using R for Introductory Econometrics
Verlag: CreateSpace Independent Publishing Platform
Erscheinungsdatum: 2016
Einband: Softcover
Zustand: Very Good