Applied Econometrics with R

Applied Econometrics with R

Author: Christian Kleiber

Publisher: Springer Science & Business Media

Published: 2008-12-10

Total Pages: 229

ISBN-13: 0387773185

DOWNLOAD EBOOK

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.


Using R for Principles of Econometrics

Using R for Principles of Econometrics

Author: Constantin Colonescu

Publisher: Lulu.com

Published: 2017-12-28

Total Pages: 278

ISBN-13: 1387473611

DOWNLOAD EBOOK

This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.


Hands-on Intermediate Econometrics Using R: Templates For Extending Dozens Of Practical Examples (With Cd-rom)

Hands-on Intermediate Econometrics Using R: Templates For Extending Dozens Of Practical Examples (With Cd-rom)

Author: Hrishikesh D Vinod

Publisher: World Scientific Publishing Company

Published: 2008-10-30

Total Pages: 540

ISBN-13: 981310127X

DOWNLOAD EBOOK

This book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues. It helps readers choose the best method from a wide array of tools and packages available. The data used in the examples along with R program snippets, illustrate the economic theory and sophisticated statistical methods extending the usual regression. The R program snippets are not merely given as black boxes, but include detailed comments which help the reader better understand the software steps and use them as templates for possible extension and modification.


Matrix Differential Calculus with Applications in Statistics and Econometrics

Matrix Differential Calculus with Applications in Statistics and Econometrics

Author: Jan R. Magnus

Publisher: John Wiley & Sons

Published: 2019-03-18

Total Pages: 504

ISBN-13: 1119541204

DOWNLOAD EBOOK

A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.


Complex-Valued Modeling in Economics and Finance

Complex-Valued Modeling in Economics and Finance

Author: Sergey Svetunkov

Publisher: Springer Science & Business Media

Published: 2012-12-14

Total Pages: 330

ISBN-13: 1461458765

DOWNLOAD EBOOK

Complex-Valued Modeling in Economics and Finance outlines the theory, methodology, and techniques behind modeling economic processes using complex variables theory. The theory of complex variables functions is widely used in many scientific fields, since work with complex variables can appropriately describe different complex real-life processes. Many economic indicators and factors reflecting the properties of the same object can be represented in the form of complex variables. By describing the relationship between various indicators using the functions of these variables, new economic and financial models can be created which are often more accurate than the models of real variables. This book pays critical attention to complex variables production in stock market modeling, modeling illegal economy, time series forecasting, complex auto-aggressive models, and economic dynamics modeling. Very little has been published on this topic and its applications within the fields of economics and finance, and this volume appeals to graduate-level students studying economics, academic researchers in economics and finance, and economists.


Routledge Library Editions: Econometrics

Routledge Library Editions: Econometrics

Author: Various

Publisher: Routledge

Published: 2019-01-15

Total Pages: 5228

ISBN-13: 1351140116

DOWNLOAD EBOOK

Reissuing works originally published between 1929 and 1991, this collection of 17 volumes presents a variety of considerations on Econometrics, from introductions to specific research works on particular industries. With some volumes on models for macroeconomics and international economies, this is a widely interesting set of economic texts. Input/Output methods and databases are looked at in some volumes while others look at Bayesian techniques, linear and non-linear models. This set will be of use to those in industry and business studies, geography and sociology as well as politics and economics.


Handbook of Econometrics

Handbook of Econometrics

Author: Zvi Griliches

Publisher: Elsevier

Published: 1983

Total Pages: 1057

ISBN-13: 0444532005

DOWNLOAD EBOOK

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.


Panel Data Econometrics with R

Panel Data Econometrics with R

Author: Yves Croissant

Publisher: John Wiley & Sons

Published: 2018-08-10

Total Pages: 435

ISBN-13: 1118949188

DOWNLOAD EBOOK

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.


Econometrics For Dummies

Econometrics For Dummies

Author: Roberto Pedace

Publisher: John Wiley & Sons

Published: 2013-06-05

Total Pages: 380

ISBN-13: 1118533879

DOWNLOAD EBOOK

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.