Using R for Introductory Econometrics./Книга: Хейсс Флориан.Использование R для вводной эконометрики, Heiss Florian

• Introduces the popular, powerful and free programming language and software package R
• Focus implementation of standard tools and methods used in econometrics
• Compatible with Introductory Econometrics by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
• Companion website with full text, all code for download and other goodies

Praise

• A very nice resource for those wanting to use R in their introductory econometrics courses. (Jeffrey M. Wooldridge)
• Using R for Introductory Econometrics is a fabulous modern resource. I know Im going to be using it with my students, and I recommend it to anyone who wants to learn about econometrics and R at the same time. (David E. Giles in his blog Econometrics Beat)

Topics:

• A gentle introduction to R
• Simple and multiple regression in matrix form and using black box routines
• Inference in small samples and asymptotics
• Monte Carlo simulations
• Heteroscedasticity
• Time series regression
• Pooled cross-sections and panel data
• Instrumental variables and two-stage least squares
• Simultaneous equation models
• Limited dependent variables: binary, count data, censoring, truncation, and sample selection
• Formatted reports and research papers combining R with R Markdown or LaTeX