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".

Useful (R) links: