Vinod (2008) “Hands On Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples.”  World Scientific Publishers: Hackensack, NJ (201) 487 9655 . Book is sold at the usual sites including Amazon.

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

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

 

 

Errata

 

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

www.cis.fordham.edu/QR2009