Teaching Econometrics in R
University of Oxford, 2021
A collection of resources that I have used to teach econometrics and statistics.
For structured material, please see the R Material for a Stata-based Statistics course, taught at QEH in Oxford.
Modelling our Changing World, by Jenny Castle and David Hendry
QuantEcon: Open source code for economic modeling
Econometric Computing Learning Resource (ECLR) Manchester University
R Tutorials for Applied Statistics by James Murray
Excited to announce that {equatiomatic} is *finally* on CRAN! Easily render R model objects into LaTeX equations for R Markdown. https://t.co/ihyxAFPkQu pic.twitter.com/JtnYYubIIU
— Daniel Anderson (@datalorax_) August 27, 2020
Regression and Statistical Inference by Andrew Heiss
Hi #econtwitter I need your help!
— Hans Henrik Sievertsen (@hhsievertsen) January 20, 2022
could you let me know if you ever used one of the tools I've shared in your teaching, for your own learning, etc?
For ex...
the R intro https://t.co/3J666qMZK8
Applied Econ with R:https://t.co/XRwVjXh10r
TWFEhttps://t.co/1e4rJhSFSL
🙏
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Panel Data Econometrics
Practical notes on panel data models with interactive effects by Bai, Jushan and Li, Kunpeng
Panel data econometrics in R: the plm package
Econometric Methods for Panel Data Based on the books by Baltagi: Econometric Analysis of Panel Data and by Hsiao: Analysis of Panel Data, Robert M. Kunst
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Time Series Resources
An Introduction to Vector Autoregression (VAR)
VAR, SVAR and SVEC Models: Implementation Within R Package vars
VAR and the Johansen Test for Cointegration in R
Chi-squared test
A chi-squared test example:
Found some bags of Skittles and had to do a little chi-square test 🤓 pic.twitter.com/oD3FCE8rAw
— Emil Hvitfeldt (@Emil_Hvitfeldt) February 7, 2021
Who made this pic.twitter.com/212bG8vZf0
— Maarten van Smeden (@MaartenvSmeden) February 4, 2021