My Course Wish List at CMSE next year

August 30, 2012 | Pairach

Here is the list  of courses I wish to teach next year at Chiang Mai School of Economics, not so sure about the demand there! Undergraduate (B.Econ.) ECON 304: Economics Statistics (with R) ECON 408: Research Design in Economics ECON 417: Managerial Economics ECON 419: Economic Theory and Entrepreneurship ECON 443: Industrial Economics ECON 4... [Read more...]

Visualization in regression analysis

February 23, 2012 | arthur charpentier

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtai... [Read more...]

Regression via Gradient Descent in R

November 27, 2011 | Matt Bogard

In a previous post I derived the least squares estimators using basic calculus, algebra, and arithmetic, and also showed how the same results can be achieved using the canned functions in SAS and R or via the matrix programming capabilities offered by ...
[Read more...]

Basic Econometrics in R and SAS

November 27, 2011 | Matt Bogard

Regression Basicsy= b0 + b1 *X  ‘regression line we want to fit’The method of least squares minimizes the squared distance between the line ‘y’ andindividual data observations yi. That is minimize: ∑ ei2 = ∑ (yi - b0 -  b1 Xi...
[Read more...]

Modelling with R: part 2

October 2, 2011 | MK

I apologize for the delay in the second post (just in case anybody was waiting), I had been vary involved with work the past week. I shall try to be more regular. Well, in the previous post, we successfully imported data into R and got a basic "feel" o...
[Read more...]

Modelling with R: part 1

September 29, 2011 | MK

When I started work about 3 months ago, I didn't know much more than loading data and executing standard Econometric commands in R. But now I feel much much much more confident in using R for work, for research, for puzzles, and sometimes just for fun....
[Read more...]

Hey! I made you some Wiener processes!

September 7, 2011 | Isomorphismes

Check them out. Here are thirty homoskedastic ones: __ homo.wiener for (j in 1:30) {  for (i in 2:length(homo.wiener)) {          homo.wiener[i,j] for (j in 1:30) {        plot( homo.wiener[,j],           type = "l", col = rgb(.1,.... [Read more...]

Copula Functions, R, and the Financial Crisis

March 10, 2011 | Matt Bogard

From: In defense of the Gaussian copula, The Economist"The Gaussian copula provided a convenient way to describe a relationship that held under particular conditions. But it was fed data that reflected a period when housing prices were not correlated to the extent that they turned out to be when ...
[Read more...]


February 9, 2011 | Adam.Hyland

In time series work you often run into difficulties in modeling processes where the overall level of one variable (an input, for example) changes over time but the levels of another variable (an output) do not change. For instance if … Continue reading →
[Read more...]

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)