Hands-on intermediate econometrics using R : templates for extending dozens of practical examples
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Bibliographic Information
Hands-on intermediate econometrics using R : templates for extending dozens of practical examples
World Scientific, c2008
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Note
Bibliography: p. 485-503
Includes index
Description and Table of Contents
Description
This book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues. It helps readers choose the best method from a wide array of tools and packages available. The data used in the examples along with R program snippets, illustrate the economic theory and sophisticated statistical methods extending the usual regression. The R program snippets are not merely given as black boxes, but include detailed comments which help the reader better understand the software steps and use them as templates for possible extension and modification.
Table of Contents
- Production Function and Introductory Econometrics Using R
- Univariate Time Series Analysis with R
- Bivariate Time Series Analysis with R
- Utility Theory and Empirical Implications
- Vector Models for Multivariate Problems
- Simultaneous Equation Models
- Limited Dependent Variable (GLM) Models
- Dynamic Optimization and Empirical Analysis of Consumer Behavior
- Single, Double and Maximum Entropy Bootstrap and Inference
- Generalized Least Squares, VARMA, Estimating Functions
- BoxA-Cox, Loess and Projection Pursuit Regression
by "Nielsen BookData"