Description
by
Florian Heiss (Author)
- 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: http: // - Also check out Using Python for Introductory Econometrics http: ///
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
Number of Pages: 380Dimensions: 0.78 x 10 x 7.99 INPublication Date: May 24, 2020





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