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Using R for Introductory Econometrics
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Bibliographic Detail
Publisher Createspace Independent Pub
Publication date February 5, 2016
Pages 354
Binding Paperback
Book category Adult Non-Fiction
ISBN-13 9781523285136
ISBN-10 1523285133
Dimensions 1 by 8 by 10 in.
Weight 1.70 lbs.
Original list price $26.90
Summaries and Reviews
Amazon.com description: Product 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

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



Editions
Paperback
Book cover for 9781523285136
 
The price comparison is for this edition
from Createspace Independent Pub (February 5, 2016)
9781523285136 | details & prices | 354 pages | 8.00 × 10.00 × 1.00 in. | 1.70 lbs | List price $26.90
About: 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.

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