Book Details

Applied Econometrics with R

Publication year: 2008

: 978-0-387-77318-6

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This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research.


: Business and Economics, Analysis, STATISTICA, Statistical Computing, econometrics, optimization, programming, sets, simulation