Code: 04066886

Applied Econometrics with R

Name: Applied Econometrics with R
Brand: Springer-Verlag New York Inc.
SKU: 04066886
Price: 100.03 EUR
Availability: InStock
Author: Christian Kleiber
ISBN: 9780387773162

by Christian Kleiber

Language: English
Binding: Paperback
Number of pages: 222
Publisher: Springer-Verlag New York Inc., 2008
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Book synopsis

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).