Using R for Introductory Econometrics (Paperback)

Florian Heiss

  • 出版商: CreateSpace Independ
  • 出版日期: 2016-02-05
  • 售價: $1,311
  • 貴賓價: 9.5$1,245
  • 語言: 英文
  • 頁數: 354
  • 裝訂: Paperback
  • ISBN: 1523285133
  • ISBN-13: 9781523285136
  • 相關分類: R 語言

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商品描述

  • 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