Applied Econometrics with R

by Christian Kleiber, Achim Zeileis

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)

221 pages, ebook

First published September 1, 2008