This book provides an introduction to the R system for users with a background in economics. It covers a variety of regression models (beginning with the classical linear regression model estimated by ordinary least quares,) regression diagnostics and robustness issues, the nonlinear models of microeconomics (Logit, Probit, Tobit, and further models), time series and time series econometrics (including unit roots and cointegration) 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 INDICE: Introduction.- Basics.- Linear regression.- Diagnostics and alternative methods of regression.- Models of microeconometrics.- Time series.- Programming your own analysis.- References.- Index.
- ISBN: 978-0-387-77316-2
- Editorial: Springer
- Encuadernacion: Rústica
- Páginas: 230
- Fecha Publicación: 01/09/2008
- Nº Volúmenes: 1
- Idioma: Inglés