Welcome to R-Econometrics!

 

You want to learn how to use R in econometrics quickly? Great! I do not want to waste your time with unnecessary reading. So:

  • If you already have RStudio open it and click this.
  • If you do not know RStudio, no problem, come here.

A short remark about the site

This site is about learning how to use the free statistical software R for basic econometric applications. It is a tutorium that shall provide an intuition about the basic structure of the program and the basic statistical functions that are needed in order to pass introductory courses in econometrics. The focus is more on application and to make newcomers familiar with the program quickly.

For now (June 2017), the presented examples will be based on the textbook “Introductory Econometrics: A Modern Approach” by Jeffrey Wooldridge (2013). There also might be some reproduction projects of papers I study or find interesting. My recent focus, however, is on multivariate time series analysis both from a frequentist and Bayesian perspective.

And no, I will not provide solutions to the computer exercises at the end of the chapters in Wooldridge (2013). Just in case you wondered.

So, let’s begin…

Get R                Learn the R(eal) basics

 

Disclaimer: The opinions expressed on this website are those of the author and do not necessarily reflect the official viewpoint of the Oesterreichische Nationalbank or the Eurosystem.

7 comments

  1. I just stumbled on to your site, I want to thank you for providing your R programs for the examples within this book , as that will be extremely useful in understanding the material in a more practical manner by looking at how your code is done and being able to work with the data directly.. (dataset that is) thanks so much!

  2. Thank you so much!! In my university we will be switching from Stata to R next year and I am in charge of teaching the basics to the students. This website was of great help, with all the examples step by step and many useful explanations. Excellent! I am spreading the word!

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