concerning econometrics usage of "R"
On 8/25/2005 6:52 AM, SELIM YILDIRIM wrote:
Hi, I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs. Will I be able to reach precise time series or panal data regression results with "R" ? Can "R" regress nonlinear models such as TAR, STAR and Markov Switcing models? Can I use it to do cointegration, unit root, VAR analysis on both panel and time series data? Can I run GMM regressions on "R" ? Is it suitable for Monte Carlos? In short, is R suitable for applied econometrics?
I'm not an econometrician, so I don't know the answer to that question, but you can read about econometrics uses of R in the task view for Econometrics, here: http://cran.r-project.org/src/contrib/Views Duncan Murdoch