Replicating Hansen’s Econometrics using Armadillo
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Because of delays with my scholarship payment, if this post is useful to you I kindly ask a minimal donation on Buy Me a Coffee. It shall be used to continue my Open Source efforts. The full explanation is here: A Personal Message from an Open Source Contributor. If you play the electric guitar, the same scholarship chaos led me to turn my guitar pedals and DIY kits hobby into a business, and you can check those here.
The goal of hansen is to provide the datasets used in the exercises of the book Econometrics by Bruce E. Hansen following the Tidy Data principles.
The datasets were already processed and tidied following the steps in the original code by Professor Hansen. The goal is to go directly to writing functions in C++.
Besides the package with the documented datasets, I also provide a full replication using Armadillo (C++) code for:
- Chapter 3. The Algebra of Least Squares
- Chapter 4. Least Squares Regression
- Chapter 8. Restricted Estimation
This replication exercise should be helpful for R users learning C++ (I hope).
You can check the main hansen page here.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.