Applied Econometrics with R

Authors Christian Kleiber, Achim Zeileis
Book Chapter 1, Chapter 2, Springer homepage, Google books
R package https://CRAN.R-project.org/package=AER

Presentation materials

Syllabus [slides] [handout] [R]
Introduction [slides] [handout] [R]
Basics [slides] [handout] [R]
Linear Regression [slides] [handout] [R]
Diagnostics and Alternative Methods of Regression [slides] [handout] [R]
Microeconometrics [slides] [handout] [R]
Time Series [slides] [handout] [R]
Programming Your Own Analysis [slides] [handout] [R]
Extension: Financial Econometrics [slides] [handout] [R]
Extension: Time, Date, and Time Series Classes [slides] [handout] [R]

Further resources

Software

  • R
    Direct link to installation files for Windows, Mac OS X, Linux.
  • Integrated development environment for R: RStudio
  • Document preparation system: LaTeX
    Installation files for LaTeX on Windows are available at MikTeX under “Download”. For Linux and Mac OS X suitable LaTeX distributions (typically TeXLive) can be obtained from the standard repositories.

Other textbooks