| Автор: Heiss Florian
Название: Using R for Introductory Econometrics./Книга: Хейсс Флориан.Использование R для вводной эконометрики
ISBN: 1523285133 ISBN-13(EAN): 9781523285136
Издательство: Неизвестно
Цена: 4638.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: - 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 I'm 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
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