Applied Econometrics with R

by Achim Zeileis and Christian Kleiber

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)

• Format: Paperback
• Language: English
• ISBN: 0387773169
• ISBN13: 9780387773162
• Release Date: August 2008
• Publisher: Springer
• Length: 222 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.5" x 6.1" x 9.0"