Applied Econometrics with R
By: Christian Kleiber, Achim Zeileis.
Contributors: Zeileis, Achim.
Publisher: Springer
Published: 2008
Place of publication: [New York]
Language: eng
Number of pages: 221
ISBN-13: 9780387773162
Subjects: R (Computer program language); Econometrics -- Data processing; Statistics -- Data processing
Description: "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." "The goal of this book is to provide a guide to R for users with a background in economics or the social sciences. Readers are assumed to have a background in basic statistics and econometrics at the undergraduate level. A large number of examples should make the book of interest to graduate students, researchers and practitioners alike."--BOOK JACKET.
Notes: Includes bibliographical references and index.