Applied Econometrics with R
- Author
- Christian Kleiber, Achim Zeileis
- Publication Year
- 2008
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Business Administration
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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.
Keywords: Business and Economics / Analysis / STATISTICA / Statistical Computing / Econometrics / Optimization / Programming / Sets / Simulation
