Applied Econometrics with R (Paperback) (ISBN-13: 9780387773162)

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)

Author: Christian Kleiber, Achim Zeileis
ISBN-10: 0387773169
ISBN-13: 9780387773162
Publisher: Springer
Language: English
Published: 08/28/2008
Pages: 222
Format: Paperback
Weight: 0.75lbs
Size: 9.00h x 6.10w x 0.50d