Overview
- First and only book on econometrics with R
- Numerous worked examples from a wide variety of sources
- Data and code available in an add-on package from CRAN
- Includes supplementary material: sn.pub/extras
Part of the book series: Use R! (USE R)
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Keywords
Table of contents (7 chapters)
Reviews
Researchers in quantitative social sciences in general, and econometrics in particular, have often favored scripting languages such as GAUSS or Stat, or packages such as EViews. Introducing R to this particular audience could therefore be a well-appreciated title among the growing number of publications about R…. So, is this a good introduction of R for econometricians? Absolutely— with a well-rounded selection of available methodologies, both classic and current, and a good focus on introducing graphical methods, as well as gently covering more novel and therefore less familiar approaches, it fulfills its task with aplomb. The writing style is conversational without being shallow. (Dirk Eddelbuettel, Journal of Statistical Software, February 2009, Vol. 29, Book Review 14)
Authors and Affiliations
Bibliographic Information
Book Title: Applied Econometrics with R
Authors: Christian Kleiber, Achim Zeileis
Series Title: Use R!
DOI: https://doi.org/10.1007/978-0-387-77318-6
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag New York 2008
Softcover ISBN: 978-0-387-77316-2Published: 28 August 2008
eBook ISBN: 978-0-387-77318-6Published: 10 December 2008
Series ISSN: 2197-5736
Series E-ISSN: 2197-5744
Edition Number: 1
Number of Pages: X, 222
Topics: Econometrics, Statistics for Business, Management, Economics, Finance, Insurance, Economic Theory/Quantitative Economics/Mathematical Methods, Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences