desk1.1.1 package

Didactic Econometrics Starter Kit

acc

Autocorrelation Coefficient

ar1sim

Simulate AR(1) Process

arguments

Arguments of a Function

bc.model

One Dimensional Box-Cox Model

bc.test

Box-Cox Test

bp.test

Breusch-Pagan Test

cochorc

Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration

datasets

Datasets in DESK

ddw

Durbin Watson Distribution

def.exp

Lambda Deformed Exponential

def.log

Lambda Deformed Logarithm

dw.test

Durbin-Watson Test on AR(1) Autocorrelation

gq.test

Goldfeld-Quandt Test

hcc

Heteroskedasticity Corrected Covariance Matrix

hilu

Estimating Linear Models under AR(1) Autocorrelation with Hildreth and...

ivr

Two-Stage Least Squares (2SLS) Instrumental Variable Regression

jb.test

Jarque-Bera Test

lagk

1 to k-Period Lags of Given Vector

makedata.bc

Generate Artificial, Non-linear Data for Simple Regression

makedata.corr

Generate Exogenous Normal Data with Specified Correlations

mc.table

Generate R² Matrix of all Possible Regressions Among Regressors to Che...

new.session

R Session Reset

ols.has.const

Check if Model has a Constant

ols.infocrit

Calculate Common Information Criteria

ols.interval

Calculate Different Types of Intervals in a Linear Model

ols.predict

Predictions in a Linear Model

ols

Ordinary Least Squares Regression

par.F.test

F-test on Multiple Linear Combinations of Estimated Parameters in a Li...

par.t.test

t-Test on Estimated Parameters of a Linear Model

pc.test

Prognostic Chow Test on Structural Break

pdw

Durbin-Watson Distribution

plot.desk

Simplified Plotting of Regression- and Test-results

print.desk

Alternative Console Output for Regression- and Test-results

qlr.cv

Calculates the critical value in a Quandt Likelihood Ratio-Test for St...

qlr.test

Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter wi...

repeat.sample

Generates OLS Data and Confidence/Prediction Intervals for Repeated Sa...

reset.test

RESET Method for Non-linear Functional Form

rm.all

Remove All Objects

roll.win

Rolling Window Analysis of a Time Series

rprofile.add

Add a Command to User R Startup File Rprofile.site

rprofile.open

Open User R Startup File Rprofile.site

Sxy

Variation and Covariation

wh.test

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).

  • Maintainer: Soenke Hoffmann
  • License: GPL (>= 3)
  • Last published: 2024-01-09