Empirical Research in Economics with R
Transforming Raw Data for Static AIDS Model
Diagnostic Statitics for Static or Dynamic AIDS Model
Fitting a Dynamic AIDS Model
Computing Elasticity for Static or Dynamic AIDS Models
Fitting a Static AIDS Model
Conducting a Hausman Test on a Static AIDS Model
Generating Formula for Models
Lagged Time Series
Summary of Basic Statistics
Generating Pretty Statistical Tables
Downloading source and PDF version of R packages
Empirical Research in Economics with R
Estimating Abnormal Return from Event Analysis
Risk Evaluation for Event Analysis
Return the first or last part of time series data
Generate a list object with names
List Objects with Their Sizes
Marginal Effect for Binary Probit and Logit Model
Trend of probability values in a binary choice model
Marginal Effect for Ordered Choice Model
Probability trend for a continuous variable in an ordered choice model
Summary of Results from Static or Dynamic Models
Linear Equation System Estimation with Correction on Autocorrelation
Augmented-Dickey-Fuller Unit Root Test revised
Output and Write a List Object
Several functions, datasets, and sample codes related to empirical research in economics are included. They cover the marginal effects for binary or ordered choice models, static and dynamic Almost Ideal Demand System (AIDS) models, and a typical event analysis in finance.