Special Volume: Econometrics in R: Past, Present, and Future (Editors: Achim Zeileis, Roger Koenker)

Articles

Econometrics in R: Past, Present, and Future

Achim Zeileis, Roger Koenker
Vol. 27, Issue 1
Paper

Panel Data Econometrics in R: The plm Package

Yves Croissant, Giovanni Millo
Vol. 27, Issue 2
Paper R package (plm) v27i02.R: R example code from the paper

Automatic Time Series Forecasting: The forecast Package for R

Rob J. Hyndman, Yeasmin Khandakar
Vol. 27, Issue 3
Paper R source package bundle v27i03.R: R example code from the paper

VAR, SVAR and SVEC Models: Implementation Within R Package vars

Bernhard Pfaff
Vol. 27, Issue 4
Paper R source package bundle v27i04.R: R example code from the paper

Nonparametric Econometrics: The np Package

Tristen Hayfield, Jeffrey S. Racine
Vol. 27, Issue 5
Paper R package (np) v27i05.R: R example code from the paper

Censored Quantile Regression Redux

Roger Koenker
Vol. 27, Issue 6
Paper R package (quantreg) v27i06.R: R example code from the paper R source code for simulations (Tables 2-7, Figures 4-5) R source code for simulations (Table 1) R source code for simulations (Figure 3)

Sample Selection Models in R: Package sampleSelection

Ott Toomet, Arne Henningsen
Vol. 27, Issue 7
Paper R package (sampleSelection) v27i07.R: R example code from the paper

Regression Models for Count Data in R

Achim Zeileis, Christian Kleiber, Simon Jackman
Vol. 27, Issue 8
Paper R package (pscl) v27i08.R: R example code from the paper DebTrivedi.rda: Example data from Deb & Trivedi (1997) in R binary format