Applied Econometrics with R
by Kleiber, Christian; Zeileis, AchimFormat: Paperback
Pub. Date: 2008-08-28
Publisher(s): Springer Verlag
Other versions by this Author
List Price: $99.84
Buy Used
Usually Ships in 24-48 Hours
$69.99
Rent Textbook
Select for Price
Rent Digital
$69.42
New Textbook
We're Sorry
Sold Out
How Marketplace Works:
- This item is offered by an independent seller and not shipped from our warehouse
- Item details like edition and cover design may differ from our description; see seller's comments before ordering.
- Sellers much confirm and ship within two business days; otherwise, the order will be cancelled and refunded.
- Marketplace purchases cannot be returned to eCampus.com. Contact the seller directly for inquiries; if no response within two days, contact customer service.
- Additional shipping costs apply to Marketplace purchases. Review shipping costs at checkout.
Summary
Here 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 models, from classical linear regression models for cross-section to recent semiparametric extensions.
Author Biography
Achim Zeileis is Assistant Professor in the Department of Statistics and Mathematics at Wirtschaftsuniversitat Wien, Austria. Christian Kleiber is Professor of Econometrics and Statistics at Universitat Basel, Switzerland.
Table of Contents
| Preface | p. v |
| Introduction | p. 1 |
| An Introductory R Session | p. 1 |
| Getting Started | p. 8 |
| Working with R | p. 9 |
| Getting Help | p. 12 |
| The Development Model | p. 14 |
| A Brief History of R | p. 15 |
| Basics | p. 17 |
| R as a Calculator | p. 17 |
| Matrix Operations | p. 20 |
| R as a Programming Language | p. 22 |
| Formulas | p. 32 |
| Data Management in R | p. 33 |
| Object Orientation | p. 38 |
| R Graphics | p. 41 |
| Exploratory Data Analysis with R | p. 46 |
| Exercises | p. 54 |
| Linear Regression | p. 55 |
| Simple Linear Regression | p. 56 |
| Multiple Linear Regression | p. 65 |
| Partially Linear Models | p. 69 |
| Factors, Interactions, and Weights | p. 72 |
| Linear Regression with Time Series Data | p. 79 |
| Linear Regression with Panel Data | p. 84 |
| Systems of Linear Equations | p. 89 |
| Exercises | p. 91 |
| Diagnostics and Alternative Methods of Regression | p. 93 |
| Regression Diagnostics | p. 94 |
| Diagnostic Tests | p. 101 |
| Robust Standard Errors and Tests | p. 106 |
| Resistant Regression | p. 110 |
| Quantile Regression | p. 115 |
| Exercises | p. 118 |
| Models of Microeconometrics | p. 121 |
| Generalized Linear Models | p. 121 |
| Binary Dependent Variables | p. 123 |
| Regression Models for Count Data | p. 132 |
| Censored Dependent Variables | p. 141 |
| Extensions | p. 144 |
| Exercises | p. 150 |
| Time Series | p. 151 |
| Infrastructure and "Naive" Methods | p. 151 |
| Classical Model-Based Analysis | p. 158 |
| Stationarity, Unit Roots, and Cointegration | p. 164 |
| Time Series Regression and Structural Change | p. 169 |
| Extensions | p. 176 |
| Exercises | p. 180 |
| Programming Your Own Analysis | p. 183 |
| Simulations | p. 184 |
| Bootstrapping a Linear Regression | p. 189 |
| Maximizing a Likelihood | p. 191 |
| Reproducible Econometrics Using Sweave() | p. 194 |
| Exercises | p. 200 |
| References | p. 201 |
| Index | p. 213 |
| Table of Contents provided by Publisher. All Rights Reserved. |
An electronic version of this book is available through VitalSource.
This book is viewable on PC, Mac, iPhone, iPad, iPod Touch, and most smartphones.
By purchasing, you will be able to view this book online, as well as download it, for the chosen number of days.
Digital License
You are licensing a digital product for a set duration. Durations are set forth in the product description, with "Lifetime" typically meaning five (5) years of online access and permanent download to a supported device. All licenses are non-transferable.
More details can be found here.
A downloadable version of this book is available through the eCampus Reader or compatible Adobe readers.
Applications are available on iOS, Android, PC, Mac, and Windows Mobile platforms.
Please view the compatibility matrix prior to purchase.