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Applied Econometrics with R (Kleiber)

 
 Author(s)  Christian Kleiber, Achim Zeileis 
 Title  Applied Econometrics with R
 Edition  
 Year  2008
 Publisher  Springer
 ISBN  978-0387773162
 Website  www.springer.com
 



Table of Contents

Preface

1 Introduction
1.1 An Introductory R Session
1.2 Getting Started
1.3 Working with R
1.4 Getting Help
1.5 The Development Model
1.6 A Brief History of R

2 Basics
2.1 R as a Calculator
2.2 Matrix Operations
2.3 R as a Programming Language
2.4 Formulas
2.5 Data Management in R
2.6 Object Orientation
2.7 R Graphics
2.8 Exploratory Data Analysis with R
2.9 Exercises

3 Linear Regression
3.1 Simple Linear Regression
3.2 Multiple Linear Regression
3.3 Partially Linear Models
3.4 Factors, Interactions, and Weights
3.5 Linear Regression with Time Series Data
3.6 Linear Regression with Panel Data
3.7 Systems of Linear Equations
3.8 Exercises

4 Diagnostics and Alternative Methods of Regression
4.1 Regression Diagnostics
4.2 Diagnostic Tests
4.3 Robust Standard Errors and Tests
4.4 Resistant Regression
4.5 Quantile Regression
4.6 Exercises

5 Models of Microeconometrics
5.1 Generalized Linear Models
5.2 Binary Dependent Variables
5.3 Regression Models for Count Data
5.4 Censored Dependent Variables
5.5 Extensions
5.6 Exercises

6 Time Series
6.1 Infrastructure and “Naive”Methods
6.2 Classical Model-Based Analysis
6.3 Stationarity, Unit Roots, and Cointegration
6.4 Time Series Regression and Structural Change
6.5 Extensions
6.6 Exercises

7 Programming Your Own Analysis
7.1 Simulations
7.2 Bootstrapping a Linear Regression
7.3 Maximizing a Likelihood
7.4 Reproducible Econometrics Using Sweave()
7.5 Exercises

References

Index






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