Название: Panel Data Econometrics with R Автор: Yves Croissant, Giovanni Millo Издательство: Wiley Год: 2019 Страниц: 280 Язык: английский Формат: pdf (true), epub Размер: 13.1 MB
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
While R is the software of choice and the undisputed leader in many fields of statistics, this is not so in econometrics; yet, its popularity is rising both among researchers and in university classes and among practitioners. From user feedback and from citation information, we gather that the adoption rate of panel-specific packages is even higher in other research fields outside economics where econometric methods are used: finance, political science, regional science, ecology, epidemiology, forestry, agriculture, and fishing.
This is the first book entirely dedicated to the subject of doing panel data econometrics in R, written by the very people who wrote most of the software considered, so it should be naturally adopted by R users wanting to do panel data analysis within their preferred software environment. According to the best practices of the R community, every example is meant to be replicable (in the style of package vignettes); all code is available from the standard online sources, as are all datasets. Most of the latter are contained in a dedicated companion package, pder. The book is supposed to be both a reasonably comprehensive reference on R functionality in the field of panel data econometrics, illustrated by way of examples, and a primer on econometric methods for panel data in general.
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Panel Data Econometrics with R 
