Thursday, April 30, 2015

Introduction to Applied Econometrics With R

I came across a January post from David Smith at Revolution Analytics, in his Revolutions blog. It's titled, An Introduction to Applied Econometrics With R, and it refers to a very useful resource that's been put together by Bruno Rodrigues of the University of Strasbourg. It's called Introduction to Programming Econometrics With R, and you can download it from here.

Bruno's material is a work in progress, but it's definitely worth checking out if you're looking for something to help economics students learn about R in an introductory statistics/econometrics course.

© 2015, David E. Giles

Applied Econometrics - 4 Volume Set

Back in 2012 I posted about a 4-volume set of readings, titled The Rise of Econometrics, edited by Duo Qin, and published by Taylor and Francis. That set appeared in January 2013.

In response to a comment on that post, Bill Greene has recently informed me that he is editing another comprehensive 4-volume set for T&F, due out later this year. This set is titled Applied Econometrics. It features 79 papers, in addition to the Editor's introduction.

The details of the Table of Contents can be found here.

This looks like a very comprehensive "must have" addition for any serious library.

© 2015, David E. Giles