000 03714nam a22005175i 4500
001 978-0-387-77318-6
003 DE-He213
005 20251006084413.0
007 cr nn 008mamaa
008 110402s2008 xxu| s |||| 0|eng d
020 _a9780387773186
020 _a99780387773186
024 7 _a10.1007/978-0-387-77318-6
_2doi
100 1 _aKleiber, Christian.
_eauthor.
245 1 0 _aApplied Econometrics with R
_h[electronic resource] /
_cby Christian Kleiber, Achim Zeileis.
264 1 _aNew York, NY :
_bSpringer New York,
_c2008.
300 _aX, 222p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aUse R
505 0 _aBasics -- Linear Regression -- Diagnostics and Alternative Methods of Regression -- Models of Microeconometrics -- Time Series -- Programming Your Own Analysis.
520 _aThis is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research. An R package accompanying this book, AER, is available from the Comprehensive R Archive Network (CRAN) at http://CRAN.R-project.org/package=AER. It contains some 100 data sets taken from a wide variety of sources, the full source code for all examples used in the text plus further worked examples, e.g., from popular textbooks. The data sets are suitable for illustrating, among other things, the fitting of wage equations, growth regressions, hedonic regressions, dynamic regressions and time series models as well as models of labor force participation or the demand for health care. The goal of this book is to provide a guide to R for users with a background in economics or the social sciences. Readers are assumed to have a background in basic statistics and econometrics at the undergraduate level. A large number of examples should make the book of interest to graduate students, researchers and practitioners alike. Christian Kleiber is Professor of Econometrics and Statistics at Universität Basel, Switzerland. Achim Zeileis is Assistant Professor in the Dept. of Statistics and Mathematics at Wirtschaftsuniversität Wien, Austria. R users since version 0.64.0, they have been collaborating on econometric methodology in R, including several R packages, for the past eight years.
650 0 _aECONOMICS.
650 0 _aMATHEMATICS.
650 0 _aFINANCE.
650 0 _aECONOMICS
_xSTATISTICS.
650 0 _aECONOMETRICS.
650 0 _aECONOMICS, MATHEMATICAL.
650 1 4 _aECONOMICS/MANAGEMENT SCIENCE.
650 2 4 _aECONOMETRICS.
650 2 4 _aSTATISTICS FOR BUSINESS/ECONOMICS/MATHEMATICAL FINANCE/INSURANCE.
650 2 4 _aGAME THEORY/MATHEMATICAL METHODS.
650 2 4 _aQUANTITATIVE FINANCE.
650 2 4 _aGAME THEORY, ECONOMICS, SOCIAL AND BEHAV. SCIENCES.
700 1 _aZeileis, Achim.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387773162
830 0 _aUse R
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-77318-6
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SBE
942 _2ddc
_cER
999 _c58952
_d58952