Panel Data Econometrics with R

A practical guide to using R in the growing field of panel data econometrics

This book serves as a tutorial for using R in the field of panel data econometrics, illustrated throughout with examples in econometrics, political science, agriculture and ecology. It presents classic methodology and applications as well as more advanced topics and recent developments in this field including spatial panels, dynamic and generalised linear models. Software procedures are presented at a basic level to provide access to the casual R users. More advanced users will appreciate the scalability of the software and find directions towards more sophisticated operation, exploiting the functional nature of R and its object-orientation features.

Key features:

• Panel data econometrics is explained in a rigorous but practical way
• A rich collection of fully reproducible examples features throughout
• Written by the authors of the well-known 'plm' package for R
• Covers the basics of panel data econometrics as taught in graduate econometrics classes
• Includes datasets with examples in econometrics, political science, agriculture and ecology
• Supported by accompanying website featuring R code, examples, replicable material and instructor materials

Enriched by a wide collection of examples, Panel Data Econometrics with R can be a practical companion to advanced textbooks as well as a primary reference text for practitioners. The techniques covered will also appeal to many social and natural scientists beside economists.