Applied Econometrics with R

Name: Applied Econometrics with R
Availability: InStock
ISBN: 9780387773162

ISBN-10: 0387773169

ISBN-13: 9780387773162

Edition: 2008

Authors: Christian Kleiber, Achim Zeileis

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This text looks at applied econometrics using the R system for statistical computing and graphics. It presents examples for a 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.

Book details

List price: $99.99
Copyright year: 2008
Publisher: Springer New York
Publication date: 8/28/2008
Binding: Paperback
Pages: 222
Size: 6.10" wide x 9.25" long x 0.20" tall
Weight: 1.100
Language: English



Preface



Introduction



An Introductory R Session



Getting Started



Working with R



Getting Help



The Development Model



A Brief History of R



Basics



R as a Calculator



Matrix Operations



R as a Programming Language



Formulas



Data Management in R



Object Orientation



R Graphics



Exploratory Data Analysis with R



Exercises



Linear Regression



Simple Linear Regression



Multiple Linear Regression



Partially Linear Models



Factors, Interactions, and Weights



Linear Regression with Time Series Data



Linear Regression with Panel Data



Systems of Linear Equations



Exercises



Diagnostics and Alternative Methods of Regression



Regression Diagnostics



Diagnostic Tests



Robust Standard Errors and Tests



Resistant Regression



Quantile Regression



Exercises



Models of Microeconometrics



Generalized Linear Models



Binary Dependent Variables



Regression Models for Count Data



Censored Dependent Variables



Extensions



Exercises



Time Series



Infrastructure and "Naive" Methods



Classical Model-Based Analysis



Stationarity, Unit Roots, and Cointegration



Time Series Regression and Structural Change



Extensions



Exercises



Programming Your Own Analysis



Simulations



Bootstrapping a Linear Regression



Maximizing a Likelihood



Reproducible Econometrics Using Sweave()



Exercises


References


Index