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Paperback Applied Econometrics with R Book

ISBN: 0387773169

ISBN13: 9780387773162

Applied Econometrics with R

This book provides an introduction to the R system for users with a background in economics. It covers a variety of regression models (beginning with the classical linear regression model estimated by ordinary least quares, ) regression diagnostics and robustness issues, the nonlinear models of microeconomics (Logit, Probit, Tobit, and further models), time series and time series econometrics (including unit roots and cointegration).

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