Applied econometrics with R/
por KLEIBER, Christian
[ Livros ] Publicado por : Springer, (Nova York:) Detalhes físicos: 221 p. ISBN:9780387773162. Ano: 2008 Tipo de Material: LivrosLocalização atual | Classificação | Exemplar | Situação | Previsão de devolução | Código de barras | Reservas do item |
---|---|---|---|---|---|---|
Biblioteca Agamenon Magalhães | 330.015195 K63a (Percorrer estante) | 1 | Disponível | 2021-0097 |
Preface
Introduction
1.1 An Introductory R Session
1.2 Getting Started
1.3 Working with R
1.4 Getting Help
1.5 The Development Model
1.6 A Brief History of R
2 Basics
2.1 R as a Calculator
2.2 Matrix Operations
2.3 R as a Programming Language
2.4 Formulas
2.5 Data Management in R
2.6 Object Orientation
2.7 R Graphics
2.8 Exploratory Data Analysis with R
2.9 Exercises
3 Linear Regression
3.1 Simple Linear Regression
3.2 Multiple Linear Regression
3.3 Partially Linear Modeis
3.4 Factors, Interactions, and Weights
3.5 Linear Regression with Time Series Data
3.6 Linear Regression with Panei Data
3.7 Systems of Linear Equations
3.8 Exercises
4 Diagnostics and Alternative Methods of Regression
4.1 Regression Diagnostics
4.2 Diagnostic Tests
4.3 Robust Standard Errors and Tests
4.4 Resistant Regression
4.5 Quantile Regression
4.6 Exercises
5 Models of Microeconometrics
5.1 Generalized Linear Modeis
5.2 Binary Dependent Variables
5.3 Regression Modeis for Count Data
5.4 Censored Dependent Variables
5.5 Extensions
5.6 Exercises
6 Time Series
6.1 Infrastructure and "Naive" Methods
6.2 Classical Model-Based Analysis
6.3 Stationarity, Unit Roots, and Cointegration
6.4 Time Series Regression and Structural Change
6.5 Extensions
6.6 Exercises
7 Programming Your Owri Analysis
7.1 Sirnulations
7.2 Bootstrapping a Linear Regression
7.3 Maximizing a Likelihood
7.4 Reproducible Econometrics Using Sweave O
7.5 Exercises
References
Index
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