Microeconometrics with R (Record no. 10374)

MARC details
000 -LEADER
fixed length control field 03594nam a2200229 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251102155158.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780367554460
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 338.5015195
Item number CRO
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Croissant, Yves
245 ## - TITLE STATEMENT
Title Microeconometrics with R
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Boca Raton
Name of publisher, distributor, etc. CRC Press
Date of publication, distribution, etc. 2025
300 ## - PHYSICAL DESCRIPTION
Extent xxii, 494 p.
365 ## - TRADE PRICE
Price type code GBP
Price amount 89.99
490 ## - SERIES STATEMENT
Series statement Chapman & Hall/CRC: The R Series
500 ## - GENERAL NOTE
General note Table of contents:<br/>Preface<br/>Part 1. The ordinary least square estimator<br/>1. Simple linear regression model<br/>2. Statistical properties of the simple linear estimator<br/>3. Multiple Regression Model<br/>4. Interpretation of the Coefficients<br/>Part 2. Beyond the OLS estimator<br/>5. Maximum likelihood estimator<br/>6. Non-spherical disturbances<br/>7. Endogeneity<br/>8. Treatment Effect<br/>9. Spatial econometrics<br/>Part 3. Special responses<br/>10. Binomial models<br/>11. Censored and truncated models<br/>12. Count data<br/>13. Duration models<br/>14. Discrete choice models<br/>References<br/>Indexes<br/><br/>[https://www.routledge.com/Microeconometrics-with-R/Croissant/p/book/9780367554460]
520 ## - SUMMARY, ETC.
Summary, etc. This book is about doing microeconometrics, defined by Cameron and Trivedi as "the analysis of individual-level data on the economic behavior of individuals or firms using regression methods applied to cross-section and panel data" with R. Microeconometrics became increasingly popular in the last decades, thanks to the availability of many individual data sets and to the development of computer performance.<br/><br/>R appeared in the late nineties as a clone of S. It became increasingly popular among statisticians, especially in fields where S was widely used. Twenty years ago, using R for doing econometrics analysis required a lot of programming because a lot of core methods of econometrics were not available in R. Nowadays, most of the basic methods described in the book are available in contributed packages. Moreover, the set of packages called the tidyverse developed by RStudio (now Posit) for all the basic tasks of an applied statistician (importing, tidying, transforming and visualizing data sets) makes the use of R faster and easier. The book uses extensively specialized econometrics packages and the tidyverse, and it seeks to demonstrate that the adoption of R as the primary software for an econometrician is a relevant choice.<br/><br/>The first part of the book is devoted to the ordinary least squares estimator. Matrix algebra is progressively introduced in this part, and special attention is paid to the interpretation of the estimated coefficients. The second part goes beyond the basic OLS estimator by testing the hypothesis on which this estimator is based and providing more complex estimators relevant when some of these hypotheses are violated. Finally, the third part of the book presents specific estimators devoted to "special" responses, e.g., count, binomial or duration data.<br/><br/>Key Features:<br/><br/><br/>Many applications using data sets of recent academic works are developed<br/><br/>Testing and estimation procedures using the programming framework of R and specialized packages are presented<br/><br/>Two companion packages (micsr and micsr.data), containing respectively functions implementing some estimation and testing procedures not available in other contributed packages and data sets used in the book, are provided<br/><br/>(https://www.routledge.com/Microeconometrics-with-R/Croissant/p/book/9780367554460)
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics - Computer programs
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element R - Computer program language
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book
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    Dewey Decimal Classification     Public Policy & General Management COR/IN/26/7060 15-10-2025 Indian Institute of Management LRC Indian Institute of Management LRC General Stacks 11/02/2025 CBS Publishers & Distributors Pvt. Ltd. 6981.79   338.5015195 CRO 009246 11/02/2025 1 10741.21 11/02/2025 Book

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