Christian Kleiber, Achim Zeileis

Applied Econometrics with R (eBook, PDF)

• Format: PDF

Produktbeschreibung

This book provides an introduction to the R system for users with a background in economics. It covers a variety of regression models (beginning with the classical linear regression model estimated by ordinary least quares,) regression diagnostics and robustness issues, the nonlinear models of microeconomics (Logit, Probit, Tobit, and further models), time series and time series econometrics (including unit roots and cointegration).

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 222
• Erscheinungstermin: 10. Dezember 2008
• Englisch
• ISBN-13: 9780387773186
• Artikelnr.: 37288467

Inhaltsangabe

Basics.- Linear Regression.- Diagnostics and Alternative Methods of Regression.- Models of Microeconometrics.- Time Series.- Programming Your Own Analysis.

Rezensionen

Researchers in quantitative social sciences in general, and econometrics in particular, have often favored scripting languages such as GAUSS or Stat, or packages such as EViews. Introducing R to this particular audience could therefore be a well-appreciated title among the growing number of publications about R.... So, is this a good introduction of R for econometricians? Absolutely- with a well-rounded selection of available methodologies, both classic and current, and a good focus on introducing graphical methods, as well as gently covering more novel and therefore less familiar approaches, it fulfills its task with aplomb. The writing style is conversational without being shallow. (Dirk Eddelbuettel, Journal of Statistical Software, February 2009, Vol. 29, Book Review 14)