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APPLIED ECONOMETRICS WITH R BY CHRISTIAN KLEIBER 2008 (NEW)

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
ISBN
9780387773162
EAN
9780387773162
Subject Area
Business & Economics, Mathematics
Publication Name
Applied Econometrics with R
Item Length
9.3 in
Publisher
Springer New York
Subject
Econometrics, Applied, Statistics
Publication Year
2008
Series
Use R! Ser.
Type
Textbook
Format
Trade Paperback
Language
English
Item Height
0.2 in
Author
Achim Zeileis, Christian Kleiber
Item Width
6.1 in
Item Weight
26.5 Oz
Number of Pages
X, 222 Pages

About this product

Product Information

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)

Product Identifiers

Publisher
Springer New York
ISBN-10
0387773169
ISBN-13
9780387773162
eBay Product ID (ePID)
69702421

Product Key Features

Author
Achim Zeileis, Christian Kleiber
Publication Name
Applied Econometrics with R
Format
Trade Paperback
Language
English
Subject
Econometrics, Applied, Statistics
Publication Year
2008
Series
Use R! Ser.
Type
Textbook
Subject Area
Business & Economics, Mathematics
Number of Pages
X, 222 Pages

Dimensions

Item Length
9.3 in
Item Height
0.2 in
Item Width
6.1 in
Item Weight
26.5 Oz

Additional Product Features

Intended Audience
Scholarly & Professional
Number of Volumes
1 Vol.
Lc Classification Number
Hb139-141
Reviews
Researchers in quantitative social sciences in general, and econometrics in particular, have often favored scripting languages such as GAUSS or Stat, or packages such as EViews. Introducing R to this particular audience could therefore be a well-appreciated title among the growing number of publications about R.... So, is this a good introduction of R for econometricians? Absolutely-- with a well-rounded selection of available methodologies, both classic and current, and a good focus on introducing graphical methods, as well as gently covering more novel and therefore less familiar approaches, it fulfills its task with aplomb. The writing style is conversational without being shallow. (Dirk Eddelbuettel, Journal of Statistical Software, February 2009, Vol. 29, Book Review 14), Researchers in quantitative social sciences in general, and econometrics in particular, have often favored scripting languages such as GAUSS or Stat, or packages such as EViews. Introducing R to this particular audience could therefore be a well-appreciated title among the growing number of publications about R…. So, is this a good introduction of R for econometricians? Absolutely- with a well-rounded selection of available methodologies, both classic and current, and a good focus on introducing graphical methods, as well as gently covering more novel and therefore less familiar approaches, it fulfills its task with aplomb. The writing style is conversational without being shallow. (Dirk Eddelbuettel, Journal of Statistical Software, February 2009, Vol. 29, Book Review 14)
Table of Content
Basics.- Linear Regression.- Diagnostics and Alternative Methods of Regression.- Models of Microeconometrics.- Time Series.- Programming Your Own Analysis.
Copyright Date
2008
Dewey Decimal
919.3044
Dewey Edition
22
Illustrated
Yes

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