Didactic Econometrics Starter Kit
Autocorrelation Coefficient
Simulate AR(1) Process
Arguments of a Function
One Dimensional Box-Cox Model
Box-Cox Test
Breusch-Pagan Test
Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration
Datasets in DESK
Durbin Watson Distribution
Lambda Deformed Exponential
Lambda Deformed Logarithm
Durbin-Watson Test on AR(1) Autocorrelation
Goldfeld-Quandt Test
Heteroskedasticity Corrected Covariance Matrix
Estimating Linear Models under AR(1) Autocorrelation with Hildreth and...
Two-Stage Least Squares (2SLS) Instrumental Variable Regression
Jarque-Bera Test
1 to k-Period Lags of Given Vector
Generate Artificial, Non-linear Data for Simple Regression
Generate Exogenous Normal Data with Specified Correlations
Generate R² Matrix of all Possible Regressions Among Regressors to Che...
R Session Reset
Check if Model has a Constant
Calculate Common Information Criteria
Calculate Different Types of Intervals in a Linear Model
Predictions in a Linear Model
Ordinary Least Squares Regression
F-test on Multiple Linear Combinations of Estimated Parameters in a Li...
t-Test on Estimated Parameters of a Linear Model
Prognostic Chow Test on Structural Break
Durbin-Watson Distribution
Simplified Plotting of Regression- and Test-results
Alternative Console Output for Regression- and Test-results
Calculates the critical value in a Quandt Likelihood Ratio-Test for St...
Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter wi...
Generates OLS Data and Confidence/Prediction Intervals for Repeated Sa...
RESET Method for Non-linear Functional Form
Remove All Objects
Rolling Window Analysis of a Time Series
Add a Command to User R Startup File Rprofile.site
Open User R Startup File Rprofile.site
Variation and Covariation
White Heteroskedasticity Test
Written to help undergraduate as well as graduate students to get started with R for basic econometrics without the need to import specific functions and datasets from many different sources. Primarily, the package is meant to accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2023, ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook Auer, L.v. (2023, ISBN: 978-3-658-42699-6).