Applied Econometrics with R

• Main Authors: Kleiber, Christian (Author), Zeileis, Achim (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Use R
• Subjects: Game theory.; Economics, Mathematical.; Statistics.; Economic theory.; Econometrics.; Economics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Quantitative Finance.; Game Theory, Economics, Social and Behav. Sciences.

This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of mic...

Table of Contents:

• Basics
• Linear Regression
• Diagnostics and Alternative Methods of Regression
• Models of Microeconometrics
• Time Series
• Programming Your Own Analysis.