Using R for Introductory Econometrics
Using R for Introductory Econometrics
Heiss, Florian
product information
Condition: New, UPC: 9798648424364, Publication Date: Fri, May 1, 2020, Type: Paperback ,
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description
pular, 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

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