<電子ブック>
Applied Econometrics with R / by Christian Kleiber, Achim Zeileis
(Use R!. ISSN:21975744)
版 | 1st ed. 2008. |
---|---|
出版者 | (New York, NY : Springer New York : Imprint: Springer) |
出版年 | 2008 |
本文言語 | 英語 |
大きさ | X, 222 p : online resource |
著者標目 | *Kleiber, Christian author Zeileis, Achim author SpringerLink (Online service) |
件 名 | LCSH:Econometrics LCSH:Statistics LCSH:Social sciences -- Mathematics 全ての件名で検索 LCSH:Game theory FREE:Econometrics FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Quantitative Economics FREE:Mathematics in Business, Economics and Finance FREE:Game Theory |
一般注記 | Basics -- Linear Regression -- Diagnostics and Alternative Methods of Regression -- Models of Microeconometrics -- Time Series -- Programming Your Own Analysis This 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. HTTP:URL=https://doi.org/10.1007/978-0-387-77318-6 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9780387773186 |
|
電子リソース |
|
EB00231024 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:HB139-141 DC23:330.015195 |
書誌ID | 4000117665 |
ISBN | 9780387773186 |
類似資料
この資料の利用統計
このページへのアクセス回数:3回
※2017年9月4日以降