
Hands-on Intermediate Econometrics Using R: Templates For Extending Dozens Of Practical Examples (With Cd-rom)
Hrishikesh D. Vinod(Author)
World Scientific Publishing Co Pte Ltd
Will be published approx. on 3. November 2008
Book
Paperback/Softback
540 pages
978-981-4350-41-9 (ISBN)
Description
This book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues. It helps readers choose the best method from a wide array of tools and packages available. The data used in the examples along with R program snippets, illustrate the economic theory and sophisticated statistical methods extending the usual regression. The R program snippets are not merely given as black boxes, but include detailed comments which help the reader better understand the software steps and use them as templates for possible extension and modification.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
College/higher education
Dimensions
Height: 224 mm
Width: 155 mm
Thickness: 28 mm
Weight
794 gr
ISBN-13
978-981-4350-41-9 (9789814350419)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
Content
Production Function and Regression Methods Using R; Univariate Time Series Analysis with R; Bivariate Time Series Analysis Including Stochastic Diffusion and Cointegration; Utility Theory and Empirical Implications; Vector Models for Multivariate Problems; Simultaneous Equation Models; Limited Dependent Variable (GLM) Models; Dynamic Optimization and Empirical Analysis of Consumer Behavior; Single, Double and Maximum Entropy Bootstrap and Inference; Generalized Least Squares, VARMA, and Estimating Functions; Box-Cox, Loess and Projection Pursuit Regression.