Learning Microeconometrics with R

by Christopher P. Adams

This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the general reader with the equivalent of a bachelor’s degree in economics, statistics or some more technical field. It covers the standard tools of microeconometrics, OLS, instrumental variables, Heckman selection and difference in difference. In addition, it introduces bounds, factor models, mixture models and empirical Bayesian analysis. Key

Genres: Economics

398 pages, Hardcover

Published December 30, 2020

Reviews

[Logan Burton]

Don't know why I'm here review an econometrics textbook here on my Goodreads, but here goes:

This book is fantastic. Really good for a later stage undergrad or beginning grad student. Lots of R applications, but doesn't skimp out on the theoretical derivations (which believe it or not, it makes me understand the models much better, and it doesn't put me to sleep).

The book does assume you know some linear algebra, calculus, and R (but not even a huge amount). If you know these, the book is easy to pick up.