Using R for Introductory Econometrics

Using R for Introductory Econometrics

<p> <ul> <li><b>Introduces</b> the popular, powerful and free programming language and software package <b><i>R</i></b></li> <li><b>Focus</b>: implementation of standard tools and methods used in <b>econometrics</b></li> <li><b>Compatible</b> with <b>"Introductory Econometrics"</b> by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation</li> <li>Companion <b>website</b> with full text, all code for download and other goodies</li> </ul> </p> <p> <b>Praise</b>: <ul> <li>"A very nice resource for those wanting to use R in their introductory econometrics courses." (<b>Jeffrey M. Wooldridge</b>)</li> <li><i>Using R for Introductory Econometrics</i> 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." (<b>David E. Giles</b> in his blog "Econometrics Beat")</li> </ul> </p> <p> <b>Topics:</b> <ul> <li>A gentle introduction to <i>R</i></li> <li>Simple and multiple regression in matrix form and using black box routines</li> <li>Inference in small samples and asymptotics</li> <li>Monte Carlo simulations</li> <li>Heteroscedasticity</li> <li>Time series regression</li> <li>Pooled cross-sections and panel data</li> <li>Instrumental variables and two-stage least squares</li> <li>Simultaneous equation models</li> <li>Limited dependent variables: binary, count data, censoring, truncation, and sample selection</li> <li>Formatted reports and research papers combining <i>R</i> with <i>R Markdown</i> or <i>LaTeX</i></li> </ul> </p>