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Using R for Introductory Econometrics by Florian Heiss

Using R for Introductory Econometrics

by Florian Heiss
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Book cover type: Paperback
  • ISBN13: 9798648424364
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 380
  • Original Price: USD 26.9
  • Language: English
  • Edition: N/A
  • Item Weight: 753 grams
  • BISAC Subject(s): Econometrics

  • 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

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