Arne Henningsen
2004-Feb-19 13:26 UTC
R for economists (was: [R] Almost Ideal Demand System)
Hi, I did not find any web page about using R in economics and econometrics so far. However, this does not mean that there is none (searching with google for "R" and "economics" gives many pages about economics and a name like Firstname R. Lastname on it ;-)). Does anybody in the list does know such a web page? If not, I will be happy if you, Ajay, could build and maintaine one. Best wishes, Arne On Sunday 15 February 2004 07:31, Ajay Shah wrote:> Anne, > > Please do make progress on packaging and releasing your R code for > demand analysis. Is there a web page titled "R for economists"! :-) If > there isn't, I'll be happy to build and maintain one, and put a link > to your code there.-- Arne Henningsen Department of Agricultural Economics University of Kiel Olshausenstr. 40 D-24098 Kiel (Germany) Tel: +49-431-880 4445 Fax: +49-431-880 1397 ahenningsen at agric-econ.uni-kiel.de http://www.uni-kiel.de/agrarpol/ahenningsen/
On Thu, Feb 19, 2004 at 02:26:55PM +0100, Arne Henningsen wrote:> Hi, > > I did not find any web page about using R in economics and econometrics so > far. However, this does not mean that there is none (searching with google > for "R" and "economics" gives many pages about economics and a name like > Firstname R. Lastname on it ;-)). > Does anybody in the list does know such a web page? > If not, I will be happy if you, Ajay, could build and maintaine one.Okay, I made a start, with http://www.mayin.org/ajayshah/KB/R/more.html Tell me what should go into it. :-) -- Ajay Shah Consultant ajayshah at mayin.org Department of Economic Affairs http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
Mahmoud K. Okasha
2004-Feb-19 14:14 UTC
R for economists (was: [R] Almost Ideal Demand System)
Hello, I know a few papers in economics and econometrics using R. One of them in the Journal of Applied Econometrics. You may have a look at the following link: http://netec.mcc.ac.uk/WoPEc/data/Articles/jaejapmetv:14:y:1999:i:3:p:319-29 .html or you could download the paper from the R-project site: http://www.r-project.org/nocvs/papers/Cribari-Neto+Zarkos:1999.pdf Best regards ----- Original Message ----- From: "Arne Henningsen" <ahenningsen at email.uni-kiel.de> To: "Ajay Shah" <ajayshah at mayin.org> Cc: <r-help at stat.math.ethz.ch> Sent: Thursday, February 19, 2004 3:26 PM Subject: R for economists (was: [R] Almost Ideal Demand System)> Hi, > > I did not find any web page about using R in economics and econometrics so > far. However, this does not mean that there is none (searching with google > for "R" and "economics" gives many pages about economics and a name like > Firstname R. Lastname on it ;-)). > Does anybody in the list does know such a web page? > If not, I will be happy if you, Ajay, could build and maintaine one. > > Best wishes, > Arne > > On Sunday 15 February 2004 07:31, Ajay Shah wrote: > > Anne, > > > > Please do make progress on packaging and releasing your R code for > > demand analysis. Is there a web page titled "R for economists"! :-) If > > there isn't, I'll be happy to build and maintain one, and put a link > > to your code there. > > -- > Arne Henningsen > Department of Agricultural Economics > University of Kiel > Olshausenstr. 40 > D-24098 Kiel (Germany) > Tel: +49-431-880 4445 > Fax: +49-431-880 1397 > ahenningsen at agric-econ.uni-kiel.de > http://www.uni-kiel.de/agrarpol/ahenningsen/ > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide!http://www.R-project.org/posting-guide.html> >
Hello,> -----Original Message----- > From: Mahmoud K. Okasha [SMTP:m.okasha at palnet.com] > Sent: Thursday, February 19, 2004 3:14 PM > To: r-help at stat.math.ethz.ch > Subject: Re: R for economists (was: [R] Almost Ideal Demand System) > > Hello, > > I know a few papers in economics and econometrics using R. One of them in > the Journal of Applied Econometrics. You may have a look at the following > link: > http://netec.mcc.ac.uk/WoPEc/data/Articles/jaejapmetv:14:y:1999:i:3:p:319- > 29 > .html > or you could download the paper from the R-project site: > http://www.r-project.org/nocvs/papers/Cribari-Neto+Zarkos:1999.pdf >In the same journal (Journal of Applied Econometrics), there is a more recent article entitled: J. Racine, R. Hyndman (2002): "Using R to teach econometrics". Journal of Applied Econometrics, Volume 17, Issue 2, p. 175-189 Hopefully it is of any use for you!?! Best, Roland +++++ This mail has been sent through the MPI for Demographic Research. Should you receive a mail that is apparently from a MPI user without this text displayed, then the address has most likely been faked. If you are uncertain about the validity of this message, please check the mail header or ask your system administrator for assistance.
Arne Henningsen wrote:> Hi, > > I did not find any web page about using R in economics and econometrics so > far. However, this does not mean that there is none (searching with google > for "R" and "economics" gives many pages about economics and a name like > Firstname R. Lastname on it ;-)). > Does anybody in the list does know such a web page? > If not, I will be happy if you, Ajay, could build and maintaine one.You can simply search for "econometrics" and "r-project" and you will find something. Thomas P.
Not exactly R-related, but since there seems to be a lot of interest in this topic, I'd also mention the book: "Modeling Financial Time Series with S-PLUS", by Eric Zivot et al, which has several chapers on econometric modeling with S. The book website is at: http://faculty.washington.edu/ezivot/modelingFinancialTimeSeries.htm The functions and examples in the book can be run with the S+FinMetrics module for S-PLUS 6. Details at: http://www.insightful.com/products/finmetrics/ # David Smith -- David M Smith <dsmith at insightful.com> Product Manager, Insightful Corp, Seattle WA Tel: +1 (206) 802 2360 Fax: +1 (206) 283 6310 New Insightful Miner 3! Discover how Pfizer, Bank of America and others are using Insightful Miner -- a highly scalable data analysis workbench. Learn more at http://www.insightful.com/products/iminer> -----Original Message----- > From: Ajay Shah [mailto:ajayshah at mayin.org] > Sent: Thursday, February 19, 2004 5:36 AM > To: Arne Henningsen > Cc: r-help at stat.math.ethz.ch > Subject: Re: R for economists (was: [R] Almost Ideal Demand System) > > > On Thu, Feb 19, 2004 at 02:26:55PM +0100, Arne Henningsen wrote: > > Hi, > > > > I did not find any web page about using R in economics and > econometrics so > > far. However, this does not mean that there is none > (searching with google > > for "R" and "economics" gives many pages about economics > and a name like > > Firstname R. Lastname on it ;-)). > > Does anybody in the list does know such a web page? > > If not, I will be happy if you, Ajay, could build and maintaine one. > > Okay, I made a start, with > http://www.mayin.org/ajayshah/KB/R/more.html > > Tell me what should go into it. :-) > > -- > Ajay Shah Consultant > ajayshah at mayin.org Department of Economic Affairs > http://www.mayin.org/ajayshah Ministry of Finance, New Delhi > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
Ajay Shah wrote:>On Thu, Feb 19, 2004 at 02:26:55PM +0100, Arne Henningsen wrote: > > >>Hi, >> >>I did not find any web page about using R in economics and econometrics so >>far. However, this does not mean that there is none (searching with google >>for "R" and "economics" gives many pages about economics and a name like >>Firstname R. Lastname on it ;-)). >>Does anybody in the list does know such a web page? >>If not, I will be happy if you, Ajay, could build and maintaine one. >> >> > >Okay, I made a start, with > http://www.mayin.org/ajayshah/KB/R/more.html > >Tell me what should go into it. :-) >You might consider: - some economics topic areas and mention packages that would be useful within those areas for different kinds of analysis that are commonly done. (There are several packages related to time series.) - economics data sources that are easily accessible from R. - papers where the analysis is known to have been done with R (and mention availability of code and data?) - teaching material. - translation of econometrics terminology to R and statistics terminology. - a list of economic/financial institutions known to be using R. This topic has been discussed on r-help a few times before, so I think once you get a bit more structure set up then you will get lots of additional input. Paul Gilbert