Econometrics in R: Past, Present and Future

Zeileis, Achim and Koenker, Roger (2008) Econometrics in R: Past, Present and Future. Journal of Statistical Software, 27 (1). pp. 1-5. ISSN 1548-7660

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Abstract

Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made available on the Comprehensive R Archive Network. This special volume on "Econometrics in R" features a selection of these recent activities that includes packages for econometric analysis of cross-section, time series and panel data. This introduction to the special volume highlights the contents of the contributions and embeds them into a brief overview of other past, present, and future projects for econometrics in R.

Item Type: Article
Keywords: econometrics / open-source software / R
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Version of the Document: Published
Variance from Published Version: None
Depositing User: Elena Simukovic
Date Deposited: 25 Apr 2016 10:38
Last Modified: 27 Feb 2017 10:33
Related URLs:
FIDES Link: https://bach.wu.ac.at/d/research/results/44063/
URI: https://epub.wu.ac.at/id/eprint/5008

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