Re: [R] concerning econometrics usage of "R"

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Fri 26 Aug 2005 - 02:20:38 EST

On Thu, 25 Aug 2005 11:20:01 -0500 Jorge de la Vega Gongora wrote:

> There are some reviews. You can read:
> R: yet another Econometric Programming Environment, Francisco Cibari-
> Neto
> and Spyros G. Zarkos.
> Journal of Applied Econometrics, 14: 319-329 (1999)

It's a good article and definitely worth reading (as is Racine & Hyndman, Using R to Teach Econometrics, JAE, 17, 175-189, 2002) but note that it reviews version 0.63.1 of R and that many things changed since then.
Z

>
> On 8/25/05, Achim Zeileis <Achim.Zeileis@wu-wien.ac.at> wrote:
> >
> > On Thu, 25 Aug 2005 11:52:28 +0100 SELIM YILDIRIM wrote:
> >
> > > Hi,
> > >
> > > 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" ?
> >
> > yes
> >
> > > 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" ?
> >
> > some things yes, other things not out of the box
> >
> > > Is it suitable for Monte Carlos?
> >
> > yes
> >
> > > In short, is R suitable for applied econometrics?
> >
> > In principle yes, although not everything you might want to do is
> > already available in CRAN packages. For an overview of what is
> > currently available, look at the task view as Duncan already
> > suggested.
> >
> > Best,
> > Z
> >
> > ______________________________________________
> > 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
> >
>



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 Fri Aug 26 02:37:29 2005

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