Using R for Introductory Econometrics - Paperback
Using R for Introductory Econometrics - Paperback
FormatBook
Language
English
ISBN-13 / SKU
9798648424364
About this item
by Florian Heiss (Author)
- 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
Number of Pages: 380
Dimensions: 0.78 x 10 x 7.99 IN
Publication Date: May 24, 2020
$46.22
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