Applied econometrics with R:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer
[2008]
|
| Schriftenreihe: | Use R!
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | Literaturverzeichnis: Seiten 201 - 211 |
| Beschreibung: | x, 221 Seiten Illustrationen |
| ISBN: | 9780387773162 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV023425190 | ||
| 003 | DE-604 | ||
| 005 | 20221010 | ||
| 007 | t | ||
| 008 | 080731s2008 xxua||| |||| 00||| eng d | ||
| 016 | 7 | |a 989103439 |2 DE-101 | |
| 020 | |a 9780387773162 |c Pb. |9 978-0-387-77316-2 | ||
| 035 | |a (OCoLC)233932342 | ||
| 035 | |a (DE-599)DNB989103439 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-N2 |a DE-355 |a DE-384 |a DE-945 |a DE-521 |a DE-824 |a DE-91G |a DE-M382 |a DE-11 |a DE-19 |a DE-703 |a DE-M49 |a DE-Aug4 |a DE-20 |a DE-1028 |a DE-739 |a DE-91S |a DE-706 | ||
| 050 | 0 | |a HB139 | |
| 050 | 0 | |a QA276.45.R3 | |
| 082 | 0 | |a 519.50285/5133 22 |2 22 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a QH 310 |0 (DE-625)141567: |2 rvk | ||
| 084 | |a ST 250 |0 (DE-625)143626: |2 rvk | ||
| 084 | |a ST 601 |0 (DE-625)143682: |2 rvk | ||
| 084 | |a WIR 017f |2 stub | ||
| 084 | |a DAT 307f |2 stub | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Kleiber, Christian |d 1966- |e Verfasser |0 (DE-588)140499334 |4 aut | |
| 245 | 1 | 0 | |a Applied econometrics with R |c Christian Kleiber, Achim Zeileis |
| 264 | 1 | |a New York, NY |b Springer |c [2008] | |
| 264 | 4 | |c © 2018 | |
| 300 | |a x, 221 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Use R! | |
| 500 | |a Literaturverzeichnis: Seiten 201 - 211 | ||
| 650 | 0 | 7 | |a R |g Programm |0 (DE-588)4705956-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | 1 | |a R |g Programm |0 (DE-588)4705956-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Zeileis, Achim |d 1975- |e Verfasser |0 (DE-588)128561084 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |z 978-0-387-77318-6 |n Online-Ausgabe |
| 856 | 4 | 2 | |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=3123397&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016607562&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-016607562 | |
Datensatz im Suchindex
| _version_ | 1805090865880760320 |
|---|---|
| adam_text |
Contents
Preface
v
1
Introduction
. 1
1.1
An Introductory R Session
. 1
1.2
Getting Started
. 8
1.3
Working with
R
. 9
1.4
Getting Help
. 12
1.5
The Development Model
. 14
1.6
A Brief History of
R
. 15
2
Basics
. 17
2.1
R
as a Calculator
. 17
2.2
Matrix Operations
. 20
2.3
R
as a Programming Language
. 22
2.4
Formulas
. 32
2.5
Data Management in
R
. 33
2.6
Object Orientation
. 38
2.7
R
Graphics
. 41
2.8
Exploratory Data Analysis with
R
. 46
2.9
Exercises
. 54
3
Linear Regression
. 55
3.1
Simple Linear Regression
. 56
3.2
Multiple Linear Regression
. 65
3.3
Partially Linear Models
. 69
3.4
Factors, Interactions, and Weights
. 72
3.5
Linear Regression with Time Series Data
. 79
3.6
Linear Regression with Panel Data
. 84
3.7
Systems of Linear Equations
. 89
3.8
Exercises
. 91
χ
Contents
4
Diagnostics and Alternative
Methods of Regression
. 93
4.1
Regression Diagnostics
. 94
4.2
Diagnostic Tests
.101
4.3
Robust Standard Errors and Tests
.106
4.4
Resistant Regression
.110
4.5
Quantile Regression
.115
4.6
Exercises
.118
5
Models of Microeconometrics
.121
5.1
Generalized Linear Models
.121
5.2
Binary Dependent Variables
.123
5.3
Regression Models for Count Data
.132
5.4
Censored Dependent Variables
.141
5-5
Extensions
.144
5.6
Exercises
.150
6
Time Series
.151
6.1
Infrastructure and "Naive" Methods
.151
6.2
Classical Model-Based Analysis
.158
6.3
Stationarity, Unit Roots, and Cointegration
.164
6.4
Time Series Regression and Structural Change
.169
6.5
Extensions
.176
6.6
Exercises
.180
7
Programming Your Own Analysis
.183
7.1
Simulations
.184
7.2
Bootstrapping a Linear Regression
.189
7.3
Maximizing a Likelihood
.191
7.4
Reproducible Econometrics Using SweaveO
.194
7.5
Exercises
.200
References
.201
Index
.213 |
| adam_txt |
Contents
Preface
v
1
Introduction
. 1
1.1
An Introductory R Session
. 1
1.2
Getting Started
. 8
1.3
Working with
R
. 9
1.4
Getting Help
. 12
1.5
The Development Model
. 14
1.6
A Brief History of
R
. 15
2
Basics
. 17
2.1
R
as a Calculator
. 17
2.2
Matrix Operations
. 20
2.3
R
as a Programming Language
. 22
2.4
Formulas
. 32
2.5
Data Management in
R
. 33
2.6
Object Orientation
. 38
2.7
R
Graphics
. 41
2.8
Exploratory Data Analysis with
R
. 46
2.9
Exercises
. 54
3
Linear Regression
. 55
3.1
Simple Linear Regression
. 56
3.2
Multiple Linear Regression
. 65
3.3
Partially Linear Models
. 69
3.4
Factors, Interactions, and Weights
. 72
3.5
Linear Regression with Time Series Data
. 79
3.6
Linear Regression with Panel Data
. 84
3.7
Systems of Linear Equations
. 89
3.8
Exercises
. 91
χ
Contents
4
Diagnostics and Alternative
Methods of Regression
. 93
4.1
Regression Diagnostics
. 94
4.2
Diagnostic Tests
.101
4.3
Robust Standard Errors and Tests
.106
4.4
Resistant Regression
.110
4.5
Quantile Regression
.115
4.6
Exercises
.118
5
Models of Microeconometrics
.121
5.1
Generalized Linear Models
.121
5.2
Binary Dependent Variables
.123
5.3
Regression Models for Count Data
.132
5.4
Censored Dependent Variables
.141
5-5
Extensions
.144
5.6
Exercises
.150
6
Time Series
.151
6.1
Infrastructure and "Naive" Methods
.151
6.2
Classical Model-Based Analysis
.158
6.3
Stationarity, Unit Roots, and Cointegration
.164
6.4
Time Series Regression and Structural Change
.169
6.5
Extensions
.176
6.6
Exercises
.180
7
Programming Your Own Analysis
.183
7.1
Simulations
.184
7.2
Bootstrapping a Linear Regression
.189
7.3
Maximizing a Likelihood
.191
7.4
Reproducible Econometrics Using SweaveO
.194
7.5
Exercises
.200
References
.201
Index
.213 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Kleiber, Christian 1966- Zeileis, Achim 1975- |
| author_GND | (DE-588)140499334 (DE-588)128561084 |
| author_facet | Kleiber, Christian 1966- Zeileis, Achim 1975- |
| author_role | aut aut |
| author_sort | Kleiber, Christian 1966- |
| author_variant | c k ck a z az |
| building | Verbundindex |
| bvnumber | BV023425190 |
| callnumber-first | H - Social Science |
| callnumber-label | HB139 |
| callnumber-raw | HB139 QA276.45.R3 |
| callnumber-search | HB139 QA276.45.R3 |
| callnumber-sort | HB 3139 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | QH 300 QH 310 ST 250 ST 601 |
| classification_tum | WIR 017f DAT 307f |
| ctrlnum | (OCoLC)233932342 (DE-599)DNB989103439 |
| dewey-full | 519.50285/513322 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.50285/5133 22 |
| dewey-search | 519.50285/5133 22 |
| dewey-sort | 3519.50285 45133 222 |
| dewey-tens | 510 - Mathematics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Informatik Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV023425190</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20221010</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">080731s2008 xxua||| |||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">989103439</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387773162</subfield><subfield code="c">Pb.</subfield><subfield code="9">978-0-387-77316-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)233932342</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB989103439</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-M382</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-M49</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-1028</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-91S</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB139</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276.45.R3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.50285/5133 22</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 310</subfield><subfield code="0">(DE-625)141567:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ST 250</subfield><subfield code="0">(DE-625)143626:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ST 601</subfield><subfield code="0">(DE-625)143682:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 017f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">DAT 307f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kleiber, Christian</subfield><subfield code="d">1966-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140499334</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Applied econometrics with R</subfield><subfield code="c">Christian Kleiber, Achim Zeileis</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer</subfield><subfield code="c">[2008]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">x, 221 Seiten</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Use R!</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverzeichnis: Seiten 201 - 211</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">R</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4705956-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">R</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4705956-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zeileis, Achim</subfield><subfield code="d">1975-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128561084</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="z">978-0-387-77318-6</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=3123397&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016607562&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016607562</subfield></datafield></record></collection> |
| id | DE-604.BV023425190 |
| illustrated | Illustrated |
| index_date | 2024-07-02T21:32:32Z |
| indexdate | 2024-07-20T09:46:37Z |
| institution | BVB |
| isbn | 9780387773162 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016607562 |
| oclc_num | 233932342 |
| open_access_boolean | |
| owner | DE-N2 DE-355 DE-BY-UBR DE-384 DE-945 DE-521 DE-824 DE-91G DE-BY-TUM DE-M382 DE-11 DE-19 DE-BY-UBM DE-703 DE-M49 DE-BY-TUM DE-Aug4 DE-20 DE-1028 DE-739 DE-91S DE-BY-TUM DE-706 |
| owner_facet | DE-N2 DE-355 DE-BY-UBR DE-384 DE-945 DE-521 DE-824 DE-91G DE-BY-TUM DE-M382 DE-11 DE-19 DE-BY-UBM DE-703 DE-M49 DE-BY-TUM DE-Aug4 DE-20 DE-1028 DE-739 DE-91S DE-BY-TUM DE-706 |
| physical | x, 221 Seiten Illustrationen |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Springer |
| record_format | marc |
| series2 | Use R! |
| spelling | Kleiber, Christian 1966- Verfasser (DE-588)140499334 aut Applied econometrics with R Christian Kleiber, Achim Zeileis New York, NY Springer [2008] © 2018 x, 221 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Use R! Literaturverzeichnis: Seiten 201 - 211 R Programm (DE-588)4705956-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s R Programm (DE-588)4705956-4 s DE-604 Zeileis, Achim 1975- Verfasser (DE-588)128561084 aut Erscheint auch als 978-0-387-77318-6 Online-Ausgabe text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3123397&prov=M&dok_var=1&dok_ext=htm Inhaltstext Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016607562&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kleiber, Christian 1966- Zeileis, Achim 1975- Applied econometrics with R R Programm (DE-588)4705956-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4705956-4 (DE-588)4132280-0 |
| title | Applied econometrics with R |
| title_auth | Applied econometrics with R |
| title_exact_search | Applied econometrics with R |
| title_exact_search_txtP | Applied econometrics with R |
| title_full | Applied econometrics with R Christian Kleiber, Achim Zeileis |
| title_fullStr | Applied econometrics with R Christian Kleiber, Achim Zeileis |
| title_full_unstemmed | Applied econometrics with R Christian Kleiber, Achim Zeileis |
| title_short | Applied econometrics with R |
| title_sort | applied econometrics with r |
| topic | R Programm (DE-588)4705956-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | R Programm Ökonometrie |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3123397&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016607562&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kleiberchristian appliedeconometricswithr AT zeileisachim appliedeconometricswithr |