Applied Econometrics with R / Edition 1

Applied Econometrics with R / Edition 1

by Christian Kleiber, Achim Zeileis
     
 

ISBN-10: 0387773169

ISBN-13: 9780387773162

Pub. Date: 08/28/2008

Publisher: Springer New York

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international…  See more details below

Overview

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

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Product Details

ISBN-13:
9780387773162
Publisher:
Springer New York
Publication date:
08/28/2008
Series:
Use R! Series
Edition description:
2008
Pages:
222
Product dimensions:
6.10(w) x 9.20(h) x 0.50(d)

Table of Contents

Introduction. - Basics. - Linear Regression. - Diagnostics and alternative methods of regression. - Models of microeconometrics. - Time series. - Programming your own analysis. - References. - Index.

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