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Use R!

Applied Econometrics with R

Authors: Kleiber, Christian, Zeileis, Achim

  • First and only book on econometrics with R
  • Numerous worked examples from a wide variety of sources
  • Data and code available in an add-on package from CRAN
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Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-0-387-77318-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-0-387-77316-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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 microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research.

An R package accompanying this book, AER, is available from the Comprehensive R Archive Network (CRAN) at http://CRAN.R-project.org/package=AER.

It contains some 100 data sets taken from a wide variety of sources, the full source code for all examples used in the text plus further worked examples, e.g., from popular textbooks. The data sets are suitable for illustrating, among other things, the fitting of wage equations, growth regressions, hedonic regressions, dynamic regressions and time series models as well as models of labor force participation or the demand for health care.

The goal of this book is to provide a guide to R for users with a background in economics or the social sciences. Readers are assumed to have a background in basic statistics and econometrics at the undergraduate level. A large number of examples should make the book of interest to graduate students, researchers and practitioners alike.

Christian Kleiber is Professor of Econometrics and Statistics at Universität Basel, Switzerland. Achim Zeileis is Assistant Professor in the Dept. of Statistics and Mathematics at Wirtschaftsuniversität Wien, Austria. R users since version 0.64.0, they have been collaborating on econometric methodology in R, including several R packages, for the past eight years.

 

Reviews

Researchers in quantitative social sciences in general, and econometrics in particular, have often favored scripting languages such as GAUSS or Stat, or packages such as EViews. Introducing R to this particular audience could therefore be a well-appreciated title among the growing number of publications about R…. So, is this a good introduction of R for econometricians? Absolutely— with a well-rounded selection of available methodologies, both classic and current, and a good focus on introducing graphical methods, as well as gently covering more novel and therefore less familiar approaches, it fulfills its task with aplomb. The writing style is conversational without being shallow. (Dirk Eddelbuettel, Journal of Statistical Software, February 2009, Vol. 29, Book Review 14)


Table of contents (7 chapters)

  • Models of Microeconometrics

    Kleiber, Christian (et al.)

    Pages 1-30

  • Diagnostics and Alternative Methods of Regression

    Kleiber, Christian (et al.)

    Pages 1-27

  • Introduction

    Kleiber, Christian (et al.)

    Pages 1-16

  • Time Series

    Kleiber, Christian (et al.)

    Pages 1-31

  • Programming Your Own Analysis

    Kleiber, Christian (et al.)

    Pages 1-18

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-0-387-77318-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $89.99
price for USA
  • ISBN 978-0-387-77316-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Applied Econometrics with R
Authors
Series Title
Use R!
Copyright
2008
Publisher
Springer-Verlag New York
Copyright Holder
The Editor(s) (if applicable) and The Author(s) 2018
eBook ISBN
978-0-387-77318-6
DOI
10.1007/978-0-387-77318-6
Softcover ISBN
978-0-387-77316-2
Series ISSN
2197-5736
Edition Number
1
Number of Pages
X, 222
Topics