Resources for Econometrics in R

Online textbooks, packages and documentation

This page has links to documentation for various packages as well as tutorials in econometrics in R.

Used in the course

• Introduction to Econometrics with R - Stock & Watson companion in R

Others

• Principles of Econometrics with R - Online textbook

• Germán Rodríguez Princeton

• Penn State Applied Time Series course

• Forecasting: Principles and Practice

R Textbooks

• R for data science - Data analysis with tidyverse, by the founder of the packages. The definitive guide.

• Rmarkdown book - Create texts, books, sites, presentations with rmarkdown. Official documentation

• Big boook of R - Comprehensive list of R textbooks both online and for purchase

• Data Visualization for Social Science - Plotting in practice ggplot

• http://r-statistics.co/ has data analysis and time series, outliers

• Exploratory Data Analysis in R - Lessons in plotting, data management and some stats

• More textbooks - created in rmarkdown

General R info

• https://www.tidyverse.org/ - tidyverse documentation

• rmarkdown.rstudio.com - rmarkdown documentation

• Documentation of R packages

  • https://rdrr.io/

  • https://www.rdocumentation.org/

• Rstudio resource page with some good links

Time series

• Tidy tools for time series analysis in R

  • The fable package is a tidy renovation of the forecast package

• Some regressions with data_frames

• tidyquant package

• timetk package

• tsibble - time series data frame

• sweep package forecasting

  • Example with auto.arima

Packages

• Tidyverse packages - online documentation of the tidyverse packages

• estimatr package has robust se and FE, from DeclareDesign

Plotting

• ggplot documentation

• ggplot extensions

Regression tables and other tables

• The huxtable package is for tables

  • for regression tables

  • huxreg

• stargazer is the classic package for regression tables. The huxtable package is better

• texreg is an alternative to stargazer, manual handling of robust se

• summ package for regressions

• The broom package is useful for extracting information from a regression

• finalfit is another package

• The skimr package has summary statistics in R - complete but complicated

• The knitr package has the kable function for tables in rmarkdown

  • the kableExtra package has extensions

• gt package is a powerful package for tables, created by Rstudio

  • The gt cookbook has a good overview of the package

• sumtable package Table of summary statistics

• corrr package to create a correlation table of variables in a data frame

Data management

• R tidylog package to get more output messages from dplyr

• R packages for cleaning

  • unpivotr - excel pivot tables. Useful for SCB Excel sheets

  • skimr - use skim(dataset) for summary stats

  • Janitor

• Variable labels in R - Stata has variable labels. Here is an R alternative.

Rstudio addins

• addinlist package - Help manage Rstudio addins

• Radiant

• Install Radiant dev version

• Robust and FE

• Insert table rstudio addin to generate code creating a tribble and displaying it. For example from Excel

• datapasta can also be used to paste clipboard table data as a tribble,.

Rmarkdown

• TinyTeX package lightweight TeX