Kleiber, Christian; Zeileis, Achim Applied econometrics with R. (English) Zbl 1155.91004 Use R!. New York, NY: Springer (ISBN 978-0-387-77316-2/pbk). x, 221 p. (2008). This is another book using the software R in connection with econometric techniques. It covers basically linear regression models for cross-section and time series data and common nonlinear models such as logit, probit, tobit and models for count data. The book uses data sets from applied econometrics journals besides other sources. It provides a chapter on R basics to keep the book self-contained and a chapter on programming, including simulations and optimization. Reviewer: Pedro A. Morettin (São Paulo) Cited in 31 Documents MSC: 91-02 Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance 62P20 Applications of statistics to economics Keywords:software R; econometrics; regression models Software:tsDyn; dynlm; FinTS; np; longmemo; fracdiff; dyn; Mlogit; micEcon; xtable; RMetrics; lme4; AER; dse; mFilter; Sweave; boot; R; quantreg; plm; gam; tseries; Systemfit; strucchange; vars; sampleSelection; robustbase; ROCR; odfWeave; lattice; R2HTML; forecast PDFBibTeX XMLCite \textit{C. Kleiber} and \textit{A. Zeileis}, Applied econometrics with R. New York, NY: Springer (2008; Zbl 1155.91004) Full Text: DOI