Applied Econometrics with R

By Achim Zeileis and Christian Kleiber

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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).

Format:Paperback

Language:English

ISBN:0387773169

ISBN13:9780387773162

Release Date:August 2008

Publisher:Springer

Length:222 Pages

Weight:0.95 lbs.

Dimensions:0.5" x 6.1" x 9.0"

Related Subjects

Business Business & Finance Business & Investing Econometrics Economics Education & Reference Finance Math Mathematics Popular Economics Science & Math

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Applied Econometrics with R

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