Vinod
(2008) “Hands On Intermediate Econometrics Using R: Templates for Extending
Dozens of Practical Examples.” World Scientific
Publishers:

(http://www.worldscibooks.com/economics/6895.html) The book website has

some
reviews / endorsements. ISBN
10 981-281-885-5

Errata for the CD
which accompanies the book. These are revisions to the R snippets.

Most exercises
contain detailed answers with R code

Exercises with
some answers for R coding, Chapter 1: Microeconometric
Preliminaries (production /cost functions)

Exercises2
with some answers for Chapter 2 Univariate
Time Series Analysis (ARIMA, GARCH)

Exercises3 with some answers for Chapter 3: Bivariate
Time Series Analysis Including Stochastic Diffusion and Cointegration

Exercises4 with some answers for Chapter 4: Utility
Theory and Empirical Implications (non-expected utility, stochastic dominance)

Exercises5 with some answers for Chapter 5: Vector
Models for Multivariate Problems (Causality, Impulse response, canonical
correlations)

Exercises6 with some answers for Chapter 6: Simultaneous
Equation Models

Exercises7 with some answers for Chapter 7: Limited
Dependent Variable (GLM) Models

Exercises8 with some answers for Chapter 8: Dynamic
Optimization and Empirical Analysis

of Consumer Behavior (kernel estimation, Wiener-Hopf)

Exercises9 with some answers for Chapter 9 Single,
Double and Maximum Entropy bootstrap and Inference

Exercises10 with some answers for Chapter 10 Generalized
Least Squares, VARMA, and Estimating Functions

Exercises11 with some answers for Chapter 11 Box–Cox,
Loess and Projection Pursuit Regression

Exercises
Contributed by Readers with some answers and R code

A
recent New York Times article discusses how R is becoming the lingua franca

for
data analysts from all fields. See

http://www.nytimes.com/2009/01/07/technology/business-computing/07program.html?_r=1&em

For
information regarding a June 2009 New York conference on R see