Lecture Econometrics IIb SS 2012

This lecture is (in SS 2012) equivalent to MW24.5 - Quantitative Economics II from the Master Program.

Lecture:

6.-10.8.2012, MPI Economics, Room V14

Audience

The lecture is primarily targeted at graduate students. Advanced students from the Hauptstudium are welcome.

Requirements:

A basic knowledge of statistical or econometric methods is helpful. In the course we will mainly put methods to use and not discuss why and when certain methods are appropriate.

Topics

• Introduction
• User interfaces for R
• Syntax
• Representing data
• Reading data
• Control structures
• Functions
• Input and output of data
• Graphs
• Simple Regressions
• ...

Software

For our practical examples (during the entire course) we will use the software environment R. I think that it is helpful to coordinate on one environment and R has the advantage of being free and rather powerful.

• Documentation for R is provided via the build in help but also through the R Homepage. Useful are
  • The R Guide, Jason Owen (Easy to read, tries to explain R with the help of examples from basic statistics)
  • Simple R, John Verzani (Tries to explain R with the help of examples from basic statistics)
  • Einführung in R, Günther Sawitzki (In German. Rather compact introduction. The statistical part can be quite demanding)
  • Econometrics in R, Grant V. Farnsworth (The introduction to R is rather compact and pragmatic. The econometric models go beyond what we are doing in this lecture)
  • An Introduction to R, W. N. Venables und D. M. Smith (The focus is more on R as a programming language)
  • The R language definition (Concentrates only on R as a programming language. A must to read if you write your own functions)
• A first entry into R eased through mice and menues is available through the R Commander.
• An interesting development environment is RStudio.
• In the lecture I use the versatile editor Emacs with the ESS interface (ESS also helps with Stata, SAS, Splus, BUGS, and others). Users of MacOS-X will prefer the Emacs-Clone aquamacs.