Heiss F. Using R for Introductory Econometrics

2nd. ed. - Independently published, 2020. - 378 p. - ISBN 9798648424364.Introduces the popular, powerful and free programming language and software package R.
Focus: implementation of standard tools and methods used in econometrics.
Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation.
Companion website with full text, all code for download and other goodies: http://urfie.netTopics:A gentle introduction to R.
Simple and multiple regression in matrix form and using black box routines.
Inference in small samples and asymptotics.
Monte Carlo simulations.
Heteroscedasticity.
Time series regression.
Pooled cross-sections and panel data.
Instrumental variables and two-stage least squares.
Simultaneous equation models.
Limited dependent variables: binary, count data, censoring, truncation, and sample selection.
Formatted reports and research papers combining R with R Markdown or LaTeX.True PDF