(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Marcus Beck has a nice (& relatively new) blog called R is My Friend. You can guess that his posts relate to the use of R.I particularly liked his piece on the use of the XML package in R to mine data from the...
Blog Archives
All About Spherically Distributed Regression Errors
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) This post is based on a handout that I use for one of my courses, and it relates to the usual linear regression model, y = Xβ...
You Can Quote Me on That
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) The other day I cam across the Empirical Quotes page on Mark Byran's blog. Some of his quotes related specifically to econometrics, and I thought I'd share a few others. That certainly doesn't mean that I agree with them all!"It is the preparation skill...
In Praise of Quandl!
(This article was first published on Econometrics Beat: Dave Giles' Blog, and kindly contributed to R-bloggers) Data - the econometrician's life-blood! Can't function without it.So, when a new source of data becomes available - especially one that's sophisticated, reliable, and FREE - it's time to sit up and take notice. Quandl is a recent Canadian start-up that delivers economic...
Sums of Random Variables
I'm currently teaching first-level course in statistical inference for (mostly) economics students. They've taken a one-semester course in descriptive (economic) statistics, and now we're dealing with sampling distributions, estimation, hypothesis testing, and simple regression analysis.
When dealing with the sampling distribution of the sample mean, based on simple random sampling, we derived the result that this distribution has a...
Granger Causality Testing in R
Today just gets better and better!
I had an email this morning from Christoph Pfeiffer, who follows this blog. Christoph has put together some nice R code that implements the Toda-Yamamoto method for testing for Granger causality in the context of non-stationary time-series data.
Confidence Regions for Regression Coefficients
Let’s consider the usual linear regression model, with the full set of assumptions: y = Xβ + ε ; ε ~ N , (1)where X is a non-random (n × k) mat...
Confidence Regions for Regression Coefficients
Let’s consider the usual linear regression model, with the full set of assumptions:
y = Xβ + ε ; ε ~ N , (1)
where X is a non-random (n × k) matrix with full column rank.
Recall that, under our usual set of assumptions...
Videos on Using R
In this post on his blog some months ago, Ethan Fosse drew attention to Anthony Damico's collection of over 90 videos on using the R software environment.
Definitely worth looking at!
© 2012, David E. Giles
Forecasting: Principles and Practice
Forecasting: Principles and Practice is the title of a new book by Rob Hyndman and George Athanasopoulos.
As Rob says on his webpage:
"The book is different from other forecasting textbooks in several ways.
- It is free and online, making it accessible to a wide audience.
- It is based around the forecast package for R.
- It...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
