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Books
Books on R
Papers
Links
R Links
Books
Belsley, D.A., Kuh, E. and Welsch, R.E., (1980) Regression Diagnostics: Identifying Influential Data and Sources of Collinearity, John Wiley & Sons, New York & Chichester, 292 pp.
NEW Durlauf, S.N. and Blume, L.E. (Eds.), (2010) Macroeconometrics and Time Series Analysis, The New Palgrave Economics Collection; Palgrave Macmillan, Houndmills, Basingstoke & New York, x + 406 pp.
NEW Durlauf, S.N. and Blume, L.E. (Eds.), (2010) Microeconometrics, The New Palgrave Economics Collection; Palgrave Macmillan, Houndmills, Basingstoke & New York, x + 354 pp.
Hsiao, C., (2002) Analysis of Panel Data, 2nd Edition; Cambridge University Press, Cambridge, 368 pp.
Kanji, G.K., (2006) 100 Statistical Tests, 3rd Edition; Sage Publications, Los Angeles & London, viii + 242 pp.
NEW Kennedy, P., (2008) A Guide to Econometrics, 6th Edition; Blackwell Publishing, Malden MA, Oxford UK & Carlton VIC, xii + 585 pp.
Mukherjee, C., White, H. and Wuyts, M., (1998) Econometrics and Data Analysis for Developing Countries, Routledge, London and New York, xviii + 496 pp.
NEW Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. and Tarantola, S., (2008) Global Sensitivity Analysis: The Primer, John Wiley & Sons, Chichester, x + 292 pp.
Wooldridge, J.M., (2002) Econometric Analysis of Cross Section and Panel Data, The MIT Press, Cambridge MA & London, xxi + 752 pp.
Ziliak, S.T. and McCloskey, D.N., (2007) The Cult of Statistical Significance: How the Standard Error is Costing Jobs, Justice, and Lives, University of Michigan Press, Ann Arbor, MI, 480 pp.
Books on R
Adler, J., (2010) R in a Nutshell: A Quick Desktop Reference, O'Reilly, Sebastopol, CA, xx + 611 pp.
Dalgaard, P., (2008) Introductory Statistics with R, 2nd Edition; Springer, Dordrecht, Heidelberg, London & New York, xvi + 363 pp.
Everitt, B.S. and Hothorn, T., (2010) A Handbook of Statistical Analyses Using R, 2nd Edition; CRC Press, Boca Raton FL, London & New York, 355 pp.
Kleiber, C. and Zeileis, A., (2008) Applied Econometrics with R, Series ed. Gentleman, R., Hornik, K. and Parmigiani, G.; Use R! series; Springer, Dordrecht, Heidelberg, London & New York, x + 221 pp.
Maindonald, J. and Braun, W.J., (2010) Data Analysis and Graphics Using R: An Example-Based Approach, 3rd Edition; Cambridge Series in Statistical and Probabilistic Mathematics; Cambridge University Press, Cambridge, xxvi + 525 pp.
Zuur, A.F., Ieno, E.N. and Meesters, E.H.W.G., (2010) A Beginner's Guide to R, Series ed. Gentleman, R., Hornik, K. and Parmigiani, G.; Use R! series; Springer, Dordrecht, Heidelberg, London & New York, xv + 218 pp.
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Papers
Arellano, M. and Honoré, B., (2001) "Panel Data Models: Some Recent Developments", In Handbook of Econometrics ed. Heckman, J.J. and Leamer, E.; Elsevier, Amsterdam, Vol. 5 pp. 3229-3296.
Backhouse, R.E. and Morgan, M.S., (2000) "Introduction: Is Data Mining a Methodological Problem?" Journal of Economic Methodology, Vol. 7, No. 2, June, pp. 171-181.
NEW Banks, D.L., (2010) "Statistical Data Mining", WIREs Computational Statistics, Vol. 2, January - February, pp. 9-25.
NEW Barthélemy, M., Nadal, J.-P. and Berestycki, H., (2010) "Disentangling Collective Trends from Local Dynamics", Proceedings of the National Academy of Sciences of the United States of America, Vol. 107, No. 17, 27 April, pp. 7629-7634.
Bollen, K.A. and Jackman, R.W., (1990) "Regression Diagnostics: An Expository Treatment of Outliers and Influential Cases", In Modern Methods of Data Analysis ed. Fox, J. and Long, J.S.; Sage Publications, London, Newbury Park, New Delhi, pp. 257-291.
Crowley, P.M., (2007) "A Guide to Wavelets for Economists", Journal of Economic Surveys, Vol. 21, No. 2, April, pp. 207-267.
Diewert, W.E., (1987) "Index Numbers", In The New Palgrave: A Dictionary of Economics ed. Eatwell, J., Milgate, M. and Newman, P.; MacMillan Press, London; Stockton Press, New York & Maruzen Company, Tokyo, Vol. 2, pp. 767-780.
NEW Elhorst, J.P., (2010) "Applied Spatial Econometrics: Raising the Bar", Spatial Economic Analysis, Vol. 5, No. 1, March, pp. 9-28.
NEW Frondel, M. and Vance, C., (2010) "Fixed, Random, or Something in Between? A Variant of Hausman's Specification Test for Panel Data Estimators", Economics Letters, Vol. 107, No. 3, June, pp. 327-329.
NEW Fu, T.-c., (2011) "A Review on Time Series Data Mining", Engineering Applications of Artificial Intelligence, Vol. 24, No. 1, February, pp. 164-181.
Heckman, J.J., (2008) "Econometric Causality", International Statistical Review, Vol. 76, No. 1, April, pp. 1-27.
NEW Heckman, J.J. and Urzúa, S., (2010) "Comparing IV with Structural Models: What Simple IV Can and Cannot Identify", Journal of Econometrics, Vol. 156, No. 1, May, pp. 27-37.
NEW Hurlin, C., (2010) "What Would Nelson and Plosser Find had they Used Panel Unit Root Tests?" Applied Economics, Vol. 42, No. 12, pp. 1515 - 1531.
Inder, B., (1993) "Estimating Long-Run Relationships in Economics: A Comparison of Different Approaches", Journal of Econometrics, Vol. 57, No. 1/2/3, May - June, pp. 53-68.
Kalton, G., (2000) "Developments in Survey Research in the Last 25 Years", Survey Methodology, Vol. 26, No. 1, June, pp. 3-10.
Kennedy, P.E., (1998) "Teaching Undergraduate Econometrics: A Suggestion for Fundamental Change", American Economic Review, Vol. 88, No. 2, May, pp. 487-491.
Kennedy, P.E., (2002) "Sinning in the Basement: What are the Rules? The Ten Commandments of Applied Econometrics." Journal of Economic Surveys, Vol. 16, No. 4, September, pp. 569-589.
Leamer, E.E., (1983) "Let's Take the Con Out of Econometrics", American Economic Review, Vol. 73, No. 1, March, pp. 31-43.
McCloskey, D.N., (1985) "The Loss Function Has Been Mislaid: The Rhetoric of Significance Tests", American Economic Review, Vol. 75, No. 2, May, pp. 201-05.
McCloskey, D.N., (1992) "The Bankruptcy of Statistical Significance", Eastern Economic Journal, Vol. 18, No. 3, Summer, pp. 359-361.
McCloskey, D.N., (1995) "The Insignificance of Statistical Significance", Scientific American, Vol. 272, No. 4, April, pp. 32-33.
McCloskey, D.N. and Ziliak, S.T., (1996) "The Standard Error of Regressions", Journal of Economic Literature, Vol. 34, No. 1, March, pp. 97-114.
Oxley, L., (2002) "Making and Breaking Rules in Applied Econometrics", Journal of Economic Surveys, Vol. 16, No. 4, September, pp. 565-567.
NEW Reed, W.R. and Ye, H., (2009) "Which Panel Data Estimator Should I Use?" Applied Economics, published early online 16 July, pp. 1-16.
Rodrik, D., (2005) "Why We Learn Nothing from Regressing Economic Growth on Policies", Working Paper, March, 14 pp.
NEW Trapani, L. and Urga, G., (2010) "Micro versus Macro Cointegration in Heterogeneous Panels", Journal of Econometrics, Vol. 155, No. 1, March, pp. 1-18.
White, H., (2002) "Combining Quantitative and Qualitative Approaches in Poverty Analysis", World Development, Vol. 30, No. 3, March, pp. 511-522.
Zellner, A., (2007) "Philosophy and Objectives of Econometrics", Journal of Econometrics, Vol. 136, No. 2, February, pp. 331-339.
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Links
EconometricsLinks - Econometric Links of the Econometrics Journal
Monash University - Department of Econometrics & Business Statistics
Statistical Analysis - Stack Exchange - A 'Q&A for statisticians, data analysts, data miners and data visualization experts'
STATA - An great general stats package.
R Links
The R-Project for Statistical Computing - R is excellent, powerful and free!
CRAN Task View - Computational Econometrics
Statistics for the Social Sciences
Time Series Analysis
R Tools
Notepad++
Rattle - Data mining
R Commander
R Commander blog
rJava - Low-level R to Java interface
TINN-R - Sourceforge
R Tutorials, Tips & Resources
Applied Econometrics at the University of Illinois e-Tutorial
Climate Charts & Graphs in R
Econometrics & R Research Tips - Rob Hyndman
Learn R Toolkit
Quick-R
R bloggers
R for economists
R graph gallery
R mailing lists
R wiki
RevolutionAnalyics' YouTube channel on R
RSeek.org - R-project search engine
Statistical computing with R - A tutorial
The Comprehensive R Archive Network
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Last
updated: 3 December 2010
Copyright © Brett Parris, 2010. All rights reserved.
This is a personal web page and does not necessarily reflect the views of either Monash University or World Vision.
See the official disclaimer where the university washes its hands of me. Back to Top
Copyright © Brett Parris, 2010. All rights reserved.
This is a personal web page and does not necessarily reflect the views of either Monash University or World Vision.
See the official disclaimer where the university washes its hands of me. Back to Top
