Econometrics and statistics

This course covers various econometric topics, including linear regression models, discrete-choice models, and an introduction to time series analysis. It provides examples or simulations based on R codes. This course has been developed by Jean-Paul Renne.

The R codes use various packages that can be obtained from CRAN. Several pieces of code also involve procedures and data from a companion package (AEC). This AEC package is available on GitHub. To install it, one need to employ the devtools library:

install.packages("devtools") # This library allows to use "install_github".
library(devtools)
install_github("jrenne/AEC")
library(AEC)

Useful (R) links:

Download R:
- R software: https://cran.r-project.org (the basic R software)
- RStudio: https://www.rstudio.com (a convenient R editor)
Tutorials:
- Rstudio: https://dss.princeton.edu/training/RStudio101.pdf (by Oscar Torres-Reyna)
- R: https://cran.r-project.org/doc/contrib/Paradis-rdebuts_en.pdf (by Emmanuel Paradis)
- My own tutorial: https://jrenne.shinyapps.io/Rtuto_publiShiny/

1 Basic statistical results