عنوان

Using R for introductory econometrics /

(Number (ISBN

1523285133

(Number (ISBN

9781523285136

Title Proper

Using R for introductory econometrics /

General Material Designation

[Book]

First Statement of Responsibility

Florian Heiss.

Place of Publication, Distribution, etc.

Düsseldorf :

Place of Publication, Distribution, etc.

[Place of manufacture not identified] :

Name of Publisher, Distributor, etc.

[Florian Heiss],

Name of Publisher, Distributor, etc.

[CreateSpace],

Date of Publication, Distribution, etc.

[2016]

Date of Publication, Distribution, etc.

[2016]

Date of Publication, Distribution, etc.

©2016

Specific Material Designation and Extent of Item

344 pages :

Other Physical Details

illustrations, charts ;

Dimensions

26 cm

Text of Note

Includes bibliographical references (pages [335]-336) and index.

Text of Note

Introduction -- I. Regression analysis with cross-sectional data. The simple regression model -- Multiple regression analysis: estimation -- Multiple regression analysis: inference -- Multiple regression analysis: OLS asymptotics -- Multiple regression analysis: further issues -- Multiple regression analysis with qualitative regressors -- Heteroscedasticity -- More on specification and data issues -- II. Regression analysis with time series data. Basic regression analysis with time series data -- Further issues in using OLS with time series data -- Serial correlation and heteroscedasticity in time series regressions -- III. Advanced topics. Pooling cross-sections across time: simple panel data methods -- Advanced panel data methods -- Instrumental variables estimation and two stage least squares -- Simultaneous equations models -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project -- IV. Appendices. R scripts.

0

Text of Note

"This book does not attempt to provide a self-contained discussion of econometric models and methods. It also does not give an independent general introduction to R. Instead, it builds on the excellent and popular textbook 'Introductory Econometrics' by Wooldridge (2016). It is compatible in terms of topics, organization, terminology, and notation, and is designed for a seamless transition from theory to practice."--

Econometrics-- Computer programs.

Regression analysis.

Econometrics-- Computer programs.

Regression analysis.

Number

Class number

Book number

Heiss, Florian,1973-

Date of Transaction

20200823042021.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y