Econometric Computing with “R”

Conference paper
Part of the Lecture Notes in Statistics book series (LNS, volume 196)


We show that the economics profession is in dire need of practitioners of econometric computing, and that “R” is the best choice for teaching econometric/statistical computing to researchers who are not numerical analysts. We give examples of econometric computing in R, and use “R” to revisit the classic papers by Longley and by Beaton, Rubin and Barone. We apply the methods of econometric computing to show that the empirical results of Donohue and Levitt’s abortion paper are numerically unsound. This discussion should be of interest in other social sciences as well.


Violent Crime Property Crime Future Price GARCH Model Compute Solution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York 2010

Authors and Affiliations

  1. 1.Department of EconomicsDrexel UniversityPhiladelphiaUSA

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