Hands-on Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples (with Cd-Rom)

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Overview

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.
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Product Details

  • ISBN-13: 9789812818850
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 2/28/2009
  • Edition description: New Edition
  • Pages: 540
  • Product dimensions: 6.20 (w) x 9.20 (h) x 1.40 (d)

Table of Contents

1 Production Function and Regression Methods Using R

2 Univariate Time Series Analysis with R 1

3 Bivariate Time Series Analysis Including Stochastic

4 Diffusion and Cointegration

5 Utility Theory and Empirical Implications

6 Vector Models for Multivariate Problems

7 Simultaneous Equation Models

8 Limited Dependent Variable (GLM) Models

9 Dynamic Optimization and Empirical Analysis of Consumer Behavior

10 Single, Double and Maximum Entropy Bootstrap and Inference

11 Generalized Least Squares, VARMA, and Estimating Functions

12 Box-Cox, Loess and Projection Pursuit Regression

Appendix

References

Index

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