Using R for Introductory Econometrics
pdf | 41.41 MB | English | Author :Florian Heiss | 978-1523285136 | 2016 | CreateSpace Independent Publishing Platform; 1 edition

Book Description :

• 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
  

• "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")
  

• 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