Using R for introductory econometrics Florian Heiss

Por: Idioma: Inglés Detalles de publicación: Dusseldorf (Westfalia, Alemania) [Sin editor] 2016Descripción: 344 páginas ilustraciones, gráficasISBN:
  • 9781523285136
  • 1523285133
Tema(s):
Contenidos:
Introduction -- I. Regression analysis with cross-sectional data. The simple regression model -- Multiple regression analysis: estimation -- Multiple regression analysis: inference -- Multiple regression analysis: OLS asymptotics -- Multiple regression analysis: further issues -- Multiple regression analysis with qualitative regressors -- Heteroscedasticity -- More on specification and data issues -- II. Regression analysis with time series data. Basic regression analysis with time series data -- Further issues in using OLS with time series data -- Serial correlation and heteroscedasticity in time series regressions -- III. Advanced topics. Pooling cross-sections across time: simple panel data methods -- Advanced panel data methods -- Instrumental variables estimation and two stage least squares -- Simultaneous equations models -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project -- IV. Appendices. R scripts.
Resumen: "This book does not attempt to provide a self-contained discussion of econometric models and methods. It also does not give an independent general introduction to R. Instead, it builds on the excellent and popular textbook 'Introductory Econometrics' by Wooldridge (2016). It is compatible in terms of topics, organization, terminology, and notation, and is designed for a seamless transition from theory to practice."--
Valoración
    Valoración media: 0.0 (0 votos)
Existencias
Imagen de cubierta Tipo de ítem Biblioteca actual Biblioteca de origen Colección Ubicación en estantería Signatura topográfica Materiales especificados Info Vol URL Copia número Estado Notas Fecha de vencimiento Código de barras Reserva de ítems Prioridad de la cola de reserva de ejemplar Reservas para cursos
Libro Claustro Mezanine Libro 330.015195 H473u (Navegar estantería(Abre debajo)) Ej.3 Disponible 100153015
Libro de reserva Claustro Mezanine Libro de reserva 330.015195 H473u (Navegar estantería(Abre debajo)) Ej.1 Disponible 100153013
Libro Claustro Mezanine Libro 330.015195 H473u (Navegar estantería(Abre debajo)) Ej.2 Disponible 100153014
Total de reservas: 0

Incluye referencias bibliográficas e índices

Introduction -- I. Regression analysis with cross-sectional data. The simple regression model -- Multiple regression analysis: estimation -- Multiple regression analysis: inference -- Multiple regression analysis: OLS asymptotics -- Multiple regression analysis: further issues -- Multiple regression analysis with qualitative regressors -- Heteroscedasticity -- More on specification and data issues -- II. Regression analysis with time series data. Basic regression analysis with time series data -- Further issues in using OLS with time series data -- Serial correlation and heteroscedasticity in time series regressions -- III. Advanced topics. Pooling cross-sections across time: simple panel data methods -- Advanced panel data methods -- Instrumental variables estimation and two stage least squares -- Simultaneous equations models -- Limited dependent variable models and sample selection corrections -- Advanced time series topics -- Carrying out an empirical project -- IV. Appendices. R scripts.

"This book does not attempt to provide a self-contained discussion of econometric models and methods. It also does not give an independent general introduction to R. Instead, it builds on the excellent and popular textbook 'Introductory Econometrics' by Wooldridge (2016). It is compatible in terms of topics, organization, terminology, and notation, and is designed for a seamless transition from theory to practice."--

Texto en inglés

Compartir