Applied Econometrics with R

"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...

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Détails bibliographiques
Auteur principal: Kleiber, Christian
Autres auteurs: Zeileis, Achim
Format: Livre
Langue:anglais
Publié: London Springer 2008
Collection:Use R! Series
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Description
Résumé:"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."
Description matérielle:x, 221 p.
ISBN:9780387773162