Applied Econometrics with R
| Authors | Christian Kleiber, Achim Zeileis |
| Book | Chapter 1 & 2, Springer homepage, Google books |
| R package | https://CRAN.R-project.org/package=AER |
Presentation materials
| Syllabus | [slides] [handout] [R] |
| Introduction | [slides] [handout] [R] |
| Basics | [slides] [handout] [R] |
| Linear Regression | [slides] [handout] [R] |
| Diagnostics and Alternative Methods of Regression | [slides] [handout] [R] |
| Microeconometrics | [slides] [handout] [R] |
| Time Series | [slides] [handout] [R] |
| Programming Your Own Analysis | [slides] [handout] [R] |
| Extension: Financial Econometrics | [slides] [handout] [R] |
| Extension: Time, Date, and Time Series Classes | [slides] [handout] [R] |
Further resources
- Data import example: [R] [xls] [csv] [dta] [raw] [description]
- Dynamic documents example: [Rmd], [Rnw]
- Introduction to Programming with R
Software
- R
Direct link to installation files for Windows, Mac OS X, Linux. - Integrated development environment for R: RStudio
- Document preparation system: LaTeX
Installation files for LaTeX on Windows are available at MikTeX under “Download”. For Linux and Mac OS X suitable LaTeX distributions (typically TeXLive) can be obtained from the standard repositories.
Other textbooks
- Hanck, Arnold, Gerber, Schmelzer (2018). Introduction to Econometrics with R. GitHub/bookdown.
- Heiss (2016). Using R for Introductory Econometrics. CreateSpace.