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Econometrics in R

Econometrics in RGrant V. Farnsworth October 26, 2008 This paper was originally written as part of a teaching assistantship and has subsequently become a personal learned most of this stuff by trial and error, so it may contain inefficiencies, inaccuracies, or incomplete explanations. Ifyou find something here suboptimal or have suggestions, please let me know. Until at least 2009 I can be contacted Introductory What is R? .. How is R Better Than Other Packages? .. Obtaining R .. Using R Interactively and Writing Scripts .. Getting Help ..52 Working with Basic Data Manipulation .. Caveat: Math Operations and the Recycling Rule .. Important Data Types .. , Matrices .. Classes .. Classes .. Working with Dates .. Merging Dataframes .. Opening a Data File.

sandwich (and zoo) Heteroskedasticity and autocorrelation robust covariance sem Two stage least squares survival* Tobit and censored regression system t SUR and 2SLS on systems of equations ts* Time series manipulation functions tseries Garch, ARIMA, and …

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  Robust, Econometrics, Heteroskedasticity

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