Using R for Introductory Econometrics

- Introduces the popular, powerful and free programming language and software package R - Focus implementation of standard tools and methods used in econometrics - Compatible with Introductory Econometrics by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation - Companion website with full text, all code for download and other goodies: http: //urfie.net - Also check out Using Python for Introductory Econometrics http: //upfie.net/

Praise

- A very nice resource for those wanting to use R in their introductory econometrics courses. (Jeffrey M. Wooldridge) - Using R for Introductory Econometrics is a fabulous modern resource. I know I'm going to be using it with my students, and I recommend it to anyone who wants to learn about econometrics and R at the same time. (David E. Giles in his blog Econometrics Beat)

Topics:

- A gentle introduction to R - Simple and multiple regression in matrix form and using black box routines - Inference in small samples and asymptotics - Monte Carlo simulations - Heteroscedasticity - Time series regression - Pooled cross-sections and panel data - Instrumental variables and two-stage least squares - Simultaneous equation models - Limited dependent variables: binary, count data, censoring, truncation, and sample selection - Formatted reports and research papers combining R with R Markdown or LaTeX