[R] concerning econometrics usage of "R"

From: SELIM YILDIRIM <selimy_at_anadolu.edu.tr>
Date: Thu 25 Aug 2005 - 20:52:28 EST


I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs.

Will I be able to reach precise time series or panal data regression results with "R" ? Can "R" regress nonlinear models such as TAR, STAR and Markov Switcing models? Can I use it to do cointegration, unit root, VAR analysis on both panel and time series data? Can I run GMM regressions on "R" ? Is it suitable for Monte Carlos?

In short, is R suitable for applied econometrics?

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Aug 25 22:00:11 2005

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