Econometrics in R: Past, present, and future

Achim Zeileis, Roger Koenker

Research output: Contribution to journalArticlepeer-review

Abstract

Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made available on the Comprehensive R Archive Network. This special volume on "Econometrics in R" features a selection of these recent activities that includes packages for econometric analysis of cross-section, time series and panel data. This introduction to the special volume highlights the contents of the contributions and embeds them into a brief overview of other past, present, and future projects for econometrics in R.

Original languageEnglish (US)
Pages (from-to)1-5
Number of pages5
JournalJournal of Statistical Software
Volume27
Issue number1
DOIs
StatePublished - Jul 2008
Externally publishedYes

Keywords

  • Econometrics
  • Open-source software
  • R

ASJC Scopus subject areas

  • Software
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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