CRAN Task View: Econometrics

Maintainer:Achim Zeileis
Contact:Achim.Zeileis at R-project.org
Version:2015-06-10

Base R ships with a lot of functionality useful for computational econometrics, in particular in the stats package. This functionality is complemented by many packages on CRAN, a brief overview is given below. There is also a considerable overlap between the tools for econometrics in this view and those in the task views on Finance, SocialSciences, and TimeSeries. Furthermore, the Finance SIG is a suitable mailing list for obtaining help and discussing questions about both computational finance and econometrics.

The packages in this view can be roughly structured into the following topics. If you think that some package is missing from the list, please contact the maintainer.

Basic linear regression

Microeconometrics

Instrumental variables

Panel data models

Further regression models

Time series data and models

Data sets

Miscellaneous

CRAN packages:

Related links: