Learning Microeconometrics with R

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.

Autorentext

Chris Adams was born and raised in Melbourne Australia and is a lifelong Carlton supporter. Chris received his PhD in economics from the University of Wisconsin - Madison. He has taught at the University of Vermont and in the Johns Hopkins' Masters of Applied Economics program. He has 17 years experience working in merger regulation and antitrust for the US Federal Trade Commission. He is currently a Principal Analyst at the US Congressional Budget Office. Chris' work and research focus on econometrics, empirical industrial organization, pharmaceutical innovation and auctions. His work has been published in various academic journals including The Econometrics Journal, Health Affairs, Health Economics, Marketing Science and Economics Letters. Chris is a colon cancer survivor and a research patient advocate with ECOG-ACRIN. Most importantly, he is a father to CJ and husband to Deena.

Inhalt

I. Experiments.

1. Ordinary Least Squares.

2. Multiple Regression.

3. Instrumental Variables

4. Bounds Estimation.

II. Structural Estimation.

5. Estimating Demand.

6. Estimating Selection Models.

7. Demand Estimation with IV

8. Estimating Games.

9. Estimating Auction Models

III. Repeated Measurement.

10. Panel data.

11. Synthetic Controls.

12. Mixture Models.

IV. Appendices.

A. Measuring Uncertainty.

B. Statistical Programming in R

Acknowledgements

Bibliography