Applied econometrics with R:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY
Springer
[2008]
|
| Series: | Use R!
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Item Description: | Literaturverzeichnis: Seiten 201 - 211 |
| Physical Description: | x, 221 Seiten Illustrationen |
| ISBN: | 9780387773162 |
Staff View
MARC
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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 |
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| 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 |
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