search for: econometrics

When I try to install hte Econometrics view I get the following error: CRAN task view Econometrics not available in: install.views("Econometrics") I have already install the ctv package and loaded it before trying to install the above... Any ideas as to what's going on?

Hi, I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs. Will I be able to reach precise time series or panal data regression results with "R" ? Can "R" regress nonlinear models such as TAR, STAR and Markov Switcing models? Can I use it to do cointegration, unit root, VAR analysis on both panel...

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (tw...

Version 1.0-0 of the package "AER" for "Applied Econometrics with R" has been released to CRAN (http://CRAN.R-project.org/package=AER) a few weeks ago. It accompanies Applied Econometrics with R Christian Kleiber, Achim Zeileis http://www.springer.com/978-0-387-77316-2 http://www.amazon.com/Applied-Econometrics-R-Use/dp/0387773169/ from...

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (tw...

Version 1.0-0 of the package "AER" for "Applied Econometrics with R" has been released to CRAN (http://CRAN.R-project.org/package=AER) a few weeks ago. It accompanies Applied Econometrics with R Christian Kleiber, Achim Zeileis http://www.springer.com/978-0-387-77316-2 http://www.amazon.com/Applied-Econometrics-R-Use/dp/0387773169/ from...

Dear helpeRs, a colleague of mine would like to give R a try. He uses econometric models which typically involve a large number of variables, esp. time series. Having no experience with handling very large data sets myself I turn to you. 1. Could you please describe your experiences to cope with these situations? 2. What kind of difficulties will he have to face? Are there special

Hi all, Please recommend good books for the following three categories. (I am aim at finance, macroeconomics, trading and business applications). (1) statistical (financial) data analysis; (2) time series; (3) econometrics. More specifically, I am looking for the following two types of books: (1) Books that provide big pictures and intuitions and books that connect dots... For example, there are lots of statistics books(e.g. regression, etc.), time series, and econometrics books, many of them are quite mathematica...

Dear Group, I am an economics student starting with PhD work in London. As preparation I would like to get to know R a little bit better. For Stata there are tons of books, however, can you recommend a book for R? I have some substantiated econometrics knowledge, so it should be more a how-to book. Best regards Thiemo --- Thiemo Fetzer, Economist http://freigeist.devmag.net http://www.devmag.net

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,...

Hi, Is there any package or functions in R that can perform tests and estimation for a spatial econometric model in a simultaneous system? Thank you!!! Xia Feng

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

...over these years so we noticed that we need a first reunion of users. This has been organized as a scientific congress so, apart from the invited sessions, there will be sessions with contributed papers, subject to a review process. GRETL CONFERENCE ANNOUNCEMENT The gretl Development Team, the Econometrics Research Group (University of the Basque Country, UPV/EHU) and the Faculty of Economics and Business (UPV/EHU), are happy to announce a call for papers for the Gretl Conference to be held in Bilbao (Spain) on may 28-29, 2009. The organizers are glad to announce that Professor D. Stephen G. Poll...

-----Original Message----- From: Nels Tomlinson [mailto:tomlinso at purdue.edu] Sent: Friday, October 12, 2001 3:00 PM To: Warnes, Gregory R Subject: Re: [R] Econometrics ... I like your meta-package idea. To make it more useful, it should have a help page which provide links to the appropriate functions in the other, required packages. That is, the 00index.html file in the package should consist of links to functions in the other packages. This would provid...

...irst version of a package called ctv (for CRAN Task Views) is available from CRAN and also two frist drafts for such views can be seen at http://CRAN.R-project.org/src/contrib/Views/ When you install the ctv package you can also query this from within R via: CRAN.views() install.views("Econometrics", lib = "/path/to/foo") New views can be easily written in an XML-based format from which we can generate the HTML information displayed on the Web and also the information needed for querying the views via CRAN.views(). The package contains a short vignette that explains how to wri...

Dear R users, I am putting together reading and resources lists for spatial statistics and spatial econometrics and am looking for some pointers from more experienced practitioners. In particular, I find two "camps" in spatial modelling, and am wondering which approach is better suitied to which situation. The first camp is along the lines of Venables and Ripley's Chapter 14 (and presumably...

We are pleased to announce the release of version 0.0 of bayesm on CRAN. bayesm covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var) Multinomial Logit Multinomial and Multivariate Probit Multivariate Mixtures of Normals Hierarchical Linear Models with a normal prior and covariates Hierarchical Multinomial Logits with mixture of normals p...

We are pleased to announce the release of version 0.0 of bayesm on CRAN. bayesm covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var) Multinomial Logit Multinomial and Multivariate Probit Multivariate Mixtures of Normals Hierarchical Linear Models with a normal prior and covariates Hierarchical Multinomial Logits with mixture of normals p...

I would like to run the Federal Reserves econometric model on open source software - they sent me the specifications for the model and what is neccessary to run the model on TROLL (which is a commercially available econometric software) I am looking into the feasability of doing this and whether or not R is the right tool - I would like to discuss the idea with someone who is familiar with this

Does anyone know of a package that includes the Modified Sims test [Gewerke, 1983, Sims, 1972]? This test is used in econometrics and is a kind of alternative to the Granger test [Granger, 1969], which is in the package lmtest. Thanks in advance, chris Refernces: Gewerke, J., R. Meese, and W. Dent (1983), "Comparing Alternative Tests of Causality in Temporal Systems: Analytic Results and Experimental Evidence."...