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Applied Econometrics with R|Christian Kleiber

Applied Econometrics with R

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Overview

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).

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Details

  • ISBN-13: 9780387773162
  • ISBN-10: 0387773169
  • Publisher: Springer
  • Publish Date: August 2008
  • Dimensions: 9 x 6.1 x 0.5 inches
  • Shipping Weight: 0.75 pounds
  • Page Count: 222

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