Econometrics in R: Past, Present, and Future
AbstractRecently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made available on the Comprehensive R Archive Network. This special volume on "Econometrics in R" features a selection of these recent activities that includes packages for econometric analysis of cross-section, time series and panel data. This introduction to the special volume highlights the contents of the contributions and embeds them into a brief overview of other past, present, and future projects for econometrics in R.
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Statistical Software.
Volume (Year): 27 ()
Issue (Month): i01 ()
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2007/24, Faculty of Business and Economics - University of Basel.
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- Roger Koenker, . "Censored Quantile Regression Redux," Journal of Statistical Software, American Statistical Association, vol. 27(i06).
- Bernhard Pfaff, . "VAR, SVAR and SVEC Models: Implementation Within R Package vars," Journal of Statistical Software, American Statistical Association, vol. 27(i04).
- Achim Zeileis, . "Object-oriented Computation of Sandwich Estimators," Journal of Statistical Software, American Statistical Association, vol. 16(i09).
- Cribari-Neto, Francisco & Zarkos, Spyros G, 1999. "R: Yet Another Econometric Programming Environment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 319-29, May-June.
- Lupi, Claudio, 2011. "Panel-CADF Testing with R: Panel Unit Root Tests Made Easy," Economics & Statistics Discussion Papers esdp11063, University of Molise, Dept. EGSeI.
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