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Documents, books Jeff Racine and Rob Hyndman have an article Using R to Teach Econometrics, Journal of Applied Econometrics, Vol. 17, No. 2, 2002, pp. 149-174. [Associated files] Mahmood Arai has written a useful document A brief guide to R for beginners in Econometrics. Econ 472, at UIUC, has a nice website which has many examples in R. An introduction to modern bayesian econometrics by Tony Lanc
Estimate beta of Sun Microsystems using data from Yahoo finance : Elaborate version, Terse version. All these examples in one tarfile. Outright non-working code is unlikely, though occasionally my fingers fumble or code-rot occurs. More importantly, I am not an R guru. So I will always be happy if you alert me to mistakes or improvements. Please do also send me requests for things that ought to be
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